-28.0%
JOBY vs MCO
+28.6%
-56.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | -0.1% |
| 7D | -5.2% | -3.8% | -1.4% | -2.1% |
| 30D | -19.7% | -0.4% | -19.3% | -19.7% |
| 3M | -31.7% | +7.7% | -39.5% | -37.2% |
| 6M | -37.5% | +7.0% | -44.5% | -42.7% |
| YTD | -51.6% | -6.4% | -45.2% | -50.4% |
| 1Y | -53.3% | -7.6% | -45.6% | -52.2% |
| 3Y | -12.2% | +43.2% | -55.5% | -43.9% |
| All | -28.0% | +28.6% | -56.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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