+445.3%
MP vs JBLU
-58.4%
+503.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -2.9% | -3.5% | +0.7% | -1.9% |
| 30D | +13.8% | -27.2% | +41.0% | +23.3% |
| 3M | -16.7% | -4.3% | -12.4% | -17.1% |
| 6M | -11.5% | -8.3% | -3.2% | -12.7% |
| YTD | +7.9% | +1.8% | +6.2% | +1.7% |
| 1Y | -15.0% | -9.0% | -6.0% | -18.0% |
| 3Y | +153.5% | -21.9% | +175.4% | +112.6% |
| 5Y | +58.7% | -69.0% | +127.7% | +83.2% |
| All | +445.3% | -58.4% | +503.7% | +474.0% |
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