+19.9%
MDT vs JBLU
-12.5%
+32.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.9% | -5.8% | +5.4% |
| 7D | +10.7% | +24.9% | -14.2% | +9.4% |
| 30D | +19.3% | -12.3% | +31.6% | +20.2% |
| 3M | +22.8% | -44.5% | +67.2% | +27.7% |
| 6M | +36.4% | -25.7% | +62.0% | +38.1% |
| YTD | +12.1% | -21.8% | +33.8% | +11.2% |
| 1Y | +19.9% | -12.7% | +32.7% | +16.7% |
| All | +19.9% | -12.5% | +32.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling