-20.7%
MDLN vs JBLU
-11.3%
-9.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -11.1% | -5.0% | -6.1% | -10.3% |
| 30D | -8.4% | -23.9% | +15.5% | -4.5% |
| 3M | -12.4% | -11.6% | -0.7% | -10.0% |
| 6M | -23.3% | -0.2% | -23.0% | -22.3% |
| YTD | -22.5% | -3.3% | -19.3% | -17.5% |
| All | -20.7% | -11.3% | -9.4% | -15.8% |
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