+77.3%
MPC vs JBLU
-10.8%
+88.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.4% |
| 7D | +5.4% | -3.5% | +9.0% | +4.7% |
| 30D | +31.0% | -27.2% | +58.2% | +22.8% |
| 3M | +46.0% | -4.3% | +50.4% | +47.0% |
| 6M | +77.3% | -8.3% | +85.6% | +79.9% |
| All | +77.3% | -10.8% | +88.1% | +79.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling