+544.0%
MMM vs JBLU
-59.3%
+603.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | -8.0% | -25.5% | +17.5% | -3.4% |
| 3M | +9.4% | -5.0% | +14.4% | +9.4% |
| 6M | +10.2% | +0.7% | +9.6% | +8.1% |
| YTD | +6.1% | -0.7% | +6.8% | +3.5% |
| 1Y | +10.8% | -12.7% | +23.5% | +10.0% |
| 3Y | +104.8% | -12.7% | +117.5% | +85.9% |
| 5Y | +27.0% | -69.3% | +96.3% | +35.1% |
| 10Y | +53.8% | -73.0% | +126.8% | +54.2% |
| All | +544.0% | -59.3% | +603.3% | +368.9% |
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