+76.3%
MMM vs JBLU
-80.5%
+156.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -0.4% | +2.5% | -2.8% | -0.8% |
| 30D | +12.1% | +24.9% | -12.8% | +7.5% |
| 3M | +1.4% | -35.2% | +36.6% | +7.8% |
| 6M | +26.6% | -20.0% | +46.6% | +28.8% |
| YTD | +16.8% | -17.4% | +34.2% | +16.4% |
| 1Y | +10.1% | -13.0% | +23.1% | +8.6% |
| 3Y | +158.4% | -5.3% | +163.7% | +126.3% |
| 5Y | +43.1% | -75.2% | +118.3% | +57.9% |
| All | +76.3% | -80.5% | +156.8% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling