+277.5%
MP vs JBLU
-64.6%
+342.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.4% | -0.7% | +4.6% |
| 7D | -1.6% | +24.3% | -25.9% | -7.4% |
| 30D | -18.2% | +2.6% | -20.8% | -19.6% |
| 3M | -26.1% | -35.1% | +9.0% | -18.4% |
| 6M | -44.0% | -22.9% | -21.1% | -41.9% |
| YTD | -25.3% | -13.4% | -11.9% | -27.3% |
| 1Y | -35.6% | -10.9% | -24.7% | -38.0% |
| 3Y | +147.1% | -1.0% | +148.1% | +81.8% |
| 5Y | -11.3% | -75.2% | +64.0% | +7.9% |
| All | +277.5% | -64.6% | +342.1% | +310.2% |
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 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