+3,487.4%
MU vs JBLU
-58.4%
+3,545.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.0% |
| 7D | +9.0% | -3.5% | +12.5% | +10.1% |
| 30D | +13.8% | -27.2% | +41.0% | +25.0% |
| 3M | +2.1% | -4.3% | +6.4% | +2.0% |
| 6M | +153.8% | -8.3% | +162.1% | +152.1% |
| YTD | +256.4% | +1.8% | +254.6% | +238.6% |
| 1Y | +719.8% | -9.0% | +728.8% | +699.3% |
| 3Y | +1,360.4% | -21.9% | +1,382.3% | +1,169.3% |
| 5Y | +1,312.4% | -69.0% | +1,381.4% | +1,516.2% |
| 10Y | +6,142.6% | -70.8% | +6,213.4% | +6,198.7% |
| All | +3,487.4% | -58.4% | +3,545.8% | +2,126.5% |
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