+1,171.8%
MPC vs JBLU
-80.5%
+1,252.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | +11.2% | +2.5% | +8.8% | +10.6% |
| 30D | -14.5% | +24.9% | -39.4% | -19.7% |
| 3M | +16.7% | -35.2% | +51.8% | +25.6% |
| 6M | +67.6% | -20.0% | +87.6% | +67.8% |
| YTD | +157.9% | -17.4% | +175.3% | +147.1% |
| 1Y | +116.7% | -13.0% | +129.6% | +104.0% |
| 3Y | +199.8% | -5.3% | +205.0% | +125.1% |
| 5Y | +604.4% | -75.2% | +679.6% | +710.6% |
| All | +1,171.8% | -80.5% | +1,252.2% | +1,332.5% |
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 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