+398.0%
MTZ vs JBLU
-80.5%
+478.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.9% |
| 7D | +5.0% | +2.5% | +2.5% | +4.3% |
| 30D | -6.0% | +24.9% | -30.9% | -13.2% |
| 3M | -36.1% | -35.2% | -0.9% | -29.4% |
| 6M | -56.9% | -20.0% | -36.9% | -55.9% |
| YTD | -15.9% | -17.4% | +1.4% | -17.8% |
| 1Y | -3.8% | -13.0% | +9.1% | -7.6% |
| 3Y | +272.3% | -5.3% | +277.6% | +182.9% |
| 5Y | +91.1% | -75.2% | +166.3% | +128.4% |
| All | +398.0% | -80.5% | +478.5% | +518.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling