Erik Johnson put Colorado back in front 3-2 at 9:11 with a shot from the high slot.
MacKinnon pushed the lead to 4-2 at 4:04 of the third, finding a loose puck and scoring five-hole on Hellebuyck.
"Penalties hurt us at the end," Bednar said. "We had one opportunity with the empty net in order to probably put that game on ice and we didn't capitalize on it, and then we end up getting called for a penalty. I like the fact that our team stuck with it in overtime. You certainly don't like to give up a lead, but the Jets are a dangerous team. They have some shooters over there."
NOTES:Makar's assist was his 52nd to tie Ray Bourque (2000-01) for the second-most in a season in Avalanche/Quebec Nordiques history behind Steve Duchesne (62, 1992-93). … Burakovsky's 20th goal of the season ties an NHL career high (2019-20). He is Colorado's sixth 20-goal scorer this season, one behind the St. Louis Blues for the most in the NHL. The last time the Avalanche had that many 20-goal scorers was in 2005-06 (Milan Hejduk, Joe Sakic, Ian Laperriere, Andrew Brunette, Marek Svatos, Alex Tanguay). … Rantanen extended his point streak to seven games (11 points; four goals, seven assists). … Scheifele has 16 points (six goals, 10 assists) in the past 10 games and reached 40 assists for the fourth straight season. Blake Wheeler is the only player in Jets/Atlanta Thrashers history to have more (five, 2015-20). ... Ehlers has eight points (four goals, four assists) in a five-game point streak. … Jets defenseman Dylan Samberg had two hits in 12:03 in his first game since Jan. 25. He was recalled from Manitoba of the American Hockey League on an emergency basis Thursday. … Colorado plays at the Edmonton Oilers on Saturday.