-18.2%
MDT vs JBLU
-70.3%
+52.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.4% | -5.0% | +1.6% | -3.0% |
| 30D | +0.2% | -23.9% | +24.1% | +2.5% |
| 3M | +14.3% | -11.6% | +25.9% | +15.0% |
| 6M | +4.0% | -0.2% | +4.2% | +3.0% |
| YTD | -3.7% | -3.3% | -0.4% | -4.8% |
| 1Y | -0.4% | -15.4% | +15.0% | -0.6% |
| 3Y | +23.3% | -14.7% | +38.1% | +14.3% |
| All | -18.2% | -70.3% | +52.1% | -11.0% |
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