+4,407.5%
MU vs JBLU
-80.5%
+4,488.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | +12.8% | +2.5% | +10.3% | +12.1% |
| 30D | -14.9% | +24.9% | -39.8% | -20.7% |
| 3M | -18.0% | -35.2% | +17.1% | -9.7% |
| 6M | -3.1% | -20.0% | +16.9% | -0.1% |
| YTD | +172.9% | -17.4% | +190.3% | +172.5% |
| 1Y | +228.8% | -13.0% | +241.8% | +223.4% |
| 3Y | +950.8% | -5.3% | +956.1% | +766.6% |
| 5Y | +931.3% | -75.2% | +1,006.5% | +1,140.5% |
| All | +4,407.5% | -80.5% | +4,488.0% | +5,142.7% |
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