+3,020.9%
MTZ vs JBLU
-58.4%
+3,079.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.6% | -3.5% | +2.0% | -0.6% |
| 30D | -11.1% | -27.2% | +16.1% | -2.8% |
| 3M | -36.7% | -4.3% | -32.4% | -37.0% |
| 6M | -21.9% | -8.3% | -13.6% | -23.0% |
| YTD | +9.1% | +1.8% | +7.4% | +2.6% |
| 1Y | +30.0% | -9.0% | +39.0% | +25.4% |
| 3Y | +138.5% | -21.9% | +160.4% | +106.1% |
| 5Y | +158.3% | -69.0% | +227.4% | +186.3% |
| 10Y | +700.8% | -70.8% | +771.6% | +730.5% |
| All | +3,020.9% | -58.4% | +3,079.3% | +1,924.6% |
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