+119.6%
MPC vs JBLU
-14.9%
+134.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.7% |
| 7D | +1.2% | -4.8% | +6.0% | +0.8% |
| 30D | +17.0% | -24.4% | +41.4% | +14.3% |
| 3M | +49.5% | -4.8% | +54.2% | +48.8% |
| 6M | +83.5% | -0.5% | +84.0% | +80.1% |
| YTD | +144.1% | -3.5% | +147.6% | +140.5% |
| 1Y | +119.6% | -13.6% | +133.2% | +120.2% |
| All | +119.6% | -14.9% | +134.5% | +120.2% |
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