+1,334.0%
MU vs JBLU
-71.5%
+1,405.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.8% | +3.5% |
| 7D | +7.5% | -5.6% | +13.1% | +9.0% |
| 30D | +19.4% | -22.3% | +41.7% | +26.8% |
| 3M | +9.8% | -11.0% | +20.8% | +11.9% |
| 6M | +164.1% | -3.1% | +167.2% | +159.4% |
| YTD | +260.3% | -3.7% | +264.0% | +250.4% |
| 1Y | +661.2% | -14.8% | +676.0% | +658.3% |
| 3Y | +1,380.8% | -15.4% | +1,396.3% | +1,163.3% |
| All | +1,334.0% | -71.5% | +1,405.5% | +1,741.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling