+334.2%
MDLZ vs JBLU
-58.4%
+392.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.7% | -3.5% | +1.8% | -1.4% |
| 30D | -2.1% | -27.2% | +25.1% | +0.9% |
| 3M | +1.3% | -4.3% | +5.7% | +1.2% |
| 6M | +6.2% | -8.3% | +14.5% | +5.7% |
| YTD | +15.8% | +1.8% | +14.0% | +13.5% |
| 1Y | +4.1% | -9.0% | +13.2% | +3.0% |
| 3Y | -4.1% | -21.9% | +17.8% | -9.2% |
| 5Y | +13.4% | -69.0% | +82.4% | +16.8% |
| 10Y | +75.7% | -70.8% | +146.5% | +71.1% |
| All | +334.2% | -58.4% | +392.5% | +240.2% |
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