+1,174.7%
MPC vs JBLU
-73.6%
+1,248.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.1% |
| 7D | +3.2% | -5.6% | +8.8% | +4.5% |
| 30D | +25.0% | -22.3% | +47.4% | +32.0% |
| 3M | +55.2% | -11.0% | +66.1% | +56.1% |
| 6M | +86.4% | -3.1% | +89.5% | +78.0% |
| YTD | +148.5% | -3.7% | +152.2% | +134.7% |
| 1Y | +121.7% | -14.8% | +136.5% | +114.6% |
| 3Y | +172.9% | -15.4% | +188.3% | +119.5% |
| 5Y | +679.9% | -71.4% | +751.3% | +784.3% |
| 10Y | +1,174.7% | -73.0% | +1,247.7% | +1,100.6% |
| All | +1,174.7% | -73.6% | +1,248.4% | +1,100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling