+68.9%
MP vs JBLU
-69.9%
+138.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +8.3% | -25.5% | +33.9% | +16.6% |
| 3M | -3.8% | -5.0% | +1.2% | -4.2% |
| 6M | -4.9% | +0.7% | -5.6% | -8.8% |
| YTD | +9.6% | -0.7% | +10.3% | +3.8% |
| 1Y | -11.7% | -12.7% | +1.0% | -13.9% |
| 3Y | +158.5% | -12.7% | +171.2% | +99.4% |
| 5Y | +68.9% | -69.3% | +138.2% | +109.3% |
| All | +68.9% | -69.9% | +138.8% | +109.3% |
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