+26.9%
MMM vs JBLU
-70.3%
+97.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.1% | -5.0% | +2.8% | -1.4% |
| 30D | -9.8% | -23.9% | +14.0% | -6.4% |
| 3M | +4.9% | -11.6% | +16.6% | +6.2% |
| 6M | +7.3% | -0.2% | +7.6% | +5.8% |
| YTD | +4.5% | -3.3% | +7.8% | +2.8% |
| 1Y | +5.4% | -15.4% | +20.7% | +5.2% |
| 3Y | +98.6% | -14.7% | +113.3% | +81.4% |
| All | +26.9% | -70.3% | +97.2% | +35.2% |
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 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