+222.8%
MDT vs JBLU
-60.5%
+283.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -4.8% | +3.2% | -1.0% |
| 30D | +1.0% | -24.4% | +25.5% | +4.7% |
| 3M | +15.2% | -4.8% | +20.0% | +15.2% |
| 6M | +3.7% | -0.5% | +4.1% | +2.2% |
| YTD | -3.0% | -3.5% | +0.5% | -4.6% |
| 1Y | +2.5% | -13.6% | +16.1% | +1.8% |
| 3Y | +26.5% | -15.3% | +41.7% | +16.4% |
| 5Y | -18.3% | -70.1% | +51.8% | -14.4% |
| 10Y | +40.2% | -72.9% | +113.1% | +39.2% |
| All | +222.8% | -60.5% | +283.4% | +152.5% |
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