+1,135.5%
MPC vs JBLU
-79.1%
+1,214.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | +2.6% | +12.9% | -10.3% | +0.1% |
| 30D | -12.2% | +11.0% | -23.2% | -15.6% |
| 3M | +20.1% | -30.8% | +50.9% | +27.6% |
| 6M | +60.6% | -19.0% | +79.6% | +60.8% |
| YTD | +150.6% | -11.6% | +162.2% | +137.0% |
| 1Y | +104.7% | -7.4% | +112.0% | +90.5% |
| 3Y | +194.5% | +3.9% | +190.6% | +116.3% |
| 5Y | +582.3% | -73.9% | +656.2% | +680.4% |
| All | +1,135.5% | -79.1% | +1,214.7% | +1,273.9% |
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