+23.0%
MDLZ vs JBLU
-75.4%
+98.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.5% |
| 7D | +2.3% | +2.5% | -0.1% | +2.2% |
| 30D | +7.9% | +24.9% | -17.0% | +6.7% |
| 3M | +7.3% | -35.2% | +42.4% | +9.2% |
| 6M | +11.7% | -20.0% | +31.7% | +12.2% |
| YTD | +28.7% | -17.4% | +46.1% | +28.4% |
| 1Y | +22.8% | -13.0% | +35.7% | +22.0% |
| 3Y | +6.6% | -5.3% | +11.9% | -0.5% |
| All | +23.0% | -75.4% | +98.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling