+3,101.0%
MPC vs JBLU
-24.5%
+3,125.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.4% | -3.5% | +9.0% | +6.3% |
| 30D | +31.0% | -27.2% | +58.2% | +40.5% |
| 3M | +46.0% | -4.3% | +50.4% | +44.5% |
| 6M | +77.3% | -8.3% | +85.6% | +71.9% |
| YTD | +141.9% | +1.8% | +140.1% | +125.5% |
| 1Y | +120.9% | -9.0% | +130.0% | +110.5% |
| 3Y | +182.7% | -21.9% | +204.6% | +137.2% |
| 5Y | +646.4% | -69.0% | +715.4% | +706.8% |
| 10Y | +1,138.7% | -70.8% | +1,209.5% | +1,143.6% |
| All | +3,101.0% | -24.5% | +3,125.5% | +2,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling