+678.6%
MPC vs JBLU
-69.9%
+748.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.5% |
| 7D | +3.9% | +1.1% | +2.7% | +3.7% |
| 30D | +33.8% | -25.5% | +59.3% | +36.9% |
| 3M | +49.9% | -5.0% | +54.9% | +49.2% |
| 6M | +80.9% | +0.7% | +80.3% | +76.6% |
| YTD | +147.4% | -0.7% | +148.1% | +140.8% |
| 1Y | +123.2% | -12.7% | +135.9% | +120.0% |
| 3Y | +171.7% | -12.7% | +184.5% | +151.0% |
| 5Y | +678.6% | -69.3% | +747.8% | +752.3% |
| All | +678.6% | -69.9% | +748.4% | +752.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling