+115.7%
MPC vs JBLU
-13.0%
+128.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.2% | +7.7% | +1.6% |
| 7D | +9.4% | +9.2% | +0.2% | +11.1% |
| 30D | -13.4% | +13.7% | -27.2% | -9.5% |
| 3M | +18.9% | -34.1% | +53.0% | +16.6% |
| 6M | +64.9% | -19.5% | +84.4% | +66.1% |
| YTD | +156.8% | -16.3% | +173.1% | +158.9% |
| All | +115.7% | -13.0% | +128.7% | +115.2% |
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