+1,049.8%
MDB vs JBLU
-76.7%
+1,126.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -17.4% | -3.5% | -13.9% | -17.0% |
| 30D | -2.0% | -27.2% | +25.2% | +3.2% |
| 3M | -3.0% | -4.3% | +1.3% | -3.3% |
| 6M | +48.7% | -8.3% | +57.0% | +46.7% |
| YTD | -12.1% | +1.8% | -13.9% | -15.6% |
| 1Y | +14.5% | -9.0% | +23.5% | +11.8% |
| 3Y | -6.1% | -21.9% | +15.8% | -14.8% |
| 5Y | -27.3% | -69.0% | +41.7% | -23.3% |
| All | +1,049.8% | -76.7% | +1,126.5% | +1,182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling