+117.2%
MPC vs JBLU
-12.5%
+129.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +11.9% | -20.1% | -6.1% |
| 7D | -10.9% | +24.9% | -35.8% | -7.1% |
| 30D | -9.4% | -12.3% | +2.9% | -8.6% |
| 3M | +26.0% | -44.5% | +70.4% | +20.8% |
| 6M | +56.5% | -25.7% | +82.2% | +55.7% |
| YTD | +144.3% | -21.8% | +166.0% | +144.1% |
| 1Y | +117.2% | -12.7% | +130.0% | +117.5% |
| All | +117.2% | -12.5% | +129.8% | +117.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling