-4.6%
MDLZ vs JBLU
-16.1%
+11.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.4% |
| 7D | 0.0% | -5.6% | +5.6% | +0.1% |
| 30D | +1.4% | -22.3% | +23.8% | +2.1% |
| 3M | 0.0% | -11.0% | +11.0% | +0.2% |
| 6M | +9.1% | -3.1% | +12.2% | +8.8% |
| YTD | +17.9% | -3.7% | +21.7% | +17.4% |
| 1Y | +3.2% | -14.8% | +18.0% | +3.0% |
| All | -4.6% | -16.1% | +11.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling