+2,647.0%
MU vs JBLU
-66.2%
+2,713.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +12.8% | +2.5% | +10.3% | +12.0% |
| 30D | -14.9% | +24.9% | -39.8% | -21.9% |
| 3M | -18.0% | -35.2% | +17.1% | -8.4% |
| 6M | -3.1% | -20.0% | +16.9% | +0.1% |
| YTD | +172.9% | -17.4% | +190.3% | +171.3% |
| 1Y | +228.8% | -13.0% | +241.8% | +221.1% |
| 3Y | +950.8% | -5.3% | +956.1% | +744.9% |
| 5Y | +931.3% | -75.2% | +1,006.5% | +1,147.0% |
| 10Y | +4,417.7% | -80.5% | +4,498.2% | +5,021.4% |
| All | +2,647.0% | -66.2% | +2,713.2% | +1,683.7% |
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 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