+2,718.1%
MU vs JBLU
-65.7%
+2,783.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | 0.0% |
| 7D | +21.6% | +9.2% | +12.5% | +18.5% |
| 30D | -16.2% | +13.7% | -30.0% | -20.9% |
| 3M | -12.4% | -34.1% | +21.7% | -2.6% |
| 6M | +4.2% | -19.5% | +23.6% | +7.4% |
| YTD | +180.0% | -16.3% | +196.2% | +177.2% |
| 1Y | +226.4% | -13.4% | +239.8% | +219.2% |
| 3Y | +969.7% | -1.6% | +971.3% | +749.0% |
| 5Y | +957.9% | -74.9% | +1,032.8% | +1,174.0% |
| 10Y | +4,534.6% | -80.2% | +4,614.8% | +5,132.3% |
| All | +2,718.1% | -65.7% | +2,783.8% | +1,722.4% |
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