-39.9%
JOBY vs MCO
+62.4%
-102.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.5% |
| 7D | -8.2% | -7.3% | -0.8% | -2.3% |
| 30D | -25.1% | -1.7% | -23.4% | -24.3% |
| 3M | -28.8% | +3.9% | -32.7% | -32.3% |
| 6M | -36.1% | +3.8% | -39.9% | -39.7% |
| YTD | -52.2% | -7.9% | -44.3% | -50.5% |
| 1Y | -52.4% | -6.8% | -45.6% | -51.9% |
| 3Y | -13.6% | +40.9% | -54.5% | -42.2% |
| 5Y | -32.2% | +27.5% | -59.6% | -52.9% |
| All | -39.9% | +62.4% | -102.3% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling