+171.7%
MPC vs JBLU
-15.8%
+187.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.4% |
| 7D | +3.9% | +1.1% | +2.7% | +3.8% |
| 30D | +33.8% | -25.5% | +59.3% | +35.4% |
| 3M | +49.9% | -5.0% | +54.9% | +49.3% |
| 6M | +80.9% | +0.7% | +80.3% | +77.6% |
| YTD | +147.4% | -0.7% | +148.1% | +142.5% |
| 1Y | +123.2% | -12.7% | +135.9% | +120.9% |
| 3Y | +171.7% | -12.7% | +184.5% | +165.6% |
| All | +171.7% | -15.8% | +187.6% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling