+766.7%
MTZ vs JBLU
-72.4%
+839.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +1.4% | -5.0% | +6.3% | +2.8% |
| 30D | -14.5% | -23.9% | +9.4% | -7.9% |
| 3M | -32.9% | -11.6% | -21.3% | -31.8% |
| 6M | -20.8% | -0.2% | -20.6% | -23.8% |
| YTD | +10.6% | -3.3% | +13.9% | +5.4% |
| 1Y | +27.1% | -15.4% | +42.5% | +25.2% |
| 3Y | +166.1% | -14.7% | +180.9% | +117.0% |
| 5Y | +170.7% | -70.0% | +240.7% | +210.2% |
| All | +766.7% | -72.4% | +839.1% | +921.0% |
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