+166.4%
MTZ vs JBLU
-16.1%
+182.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | +2.3% | -5.6% | +7.9% | +3.2% |
| 30D | -10.3% | -22.3% | +12.1% | -6.7% |
| 3M | -31.8% | -11.0% | -20.9% | -31.2% |
| 6M | -19.2% | -3.1% | -16.1% | -20.4% |
| YTD | +10.7% | -3.7% | +14.5% | +7.8% |
| 1Y | +37.5% | -14.8% | +52.3% | +36.3% |
| All | +166.4% | -16.1% | +182.5% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling