+2,305.0%
MTZ vs JBLU
-66.2%
+2,371.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| 3M | -36.1% | -35.2% | -0.9% | -29.2% |
| 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% | +194.5% |
| 5Y | +91.1% | -75.2% | +166.3% | +122.0% |
| 10Y | +426.0% | -80.5% | +506.5% | +503.1% |
| All | +2,305.0% | -66.2% | +2,371.2% | +1,522.4% |
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