-39.1%
JOBY vs MDB
+46.9%
-86.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.2% |
| 7D | -5.2% | -1.8% | -3.4% | -4.8% |
| 30D | -19.7% | -17.3% | -2.5% | -15.9% |
| 3M | -31.7% | +2.2% | -33.9% | -33.2% |
| 6M | -37.5% | +33.9% | -71.4% | -44.3% |
| YTD | -51.6% | -13.7% | -37.9% | -51.4% |
| 1Y | -53.3% | +9.1% | -62.4% | -56.4% |
| 3Y | -12.2% | -8.1% | -4.1% | -21.5% |
| 5Y | -31.3% | -25.9% | -5.4% | -43.6% |
| All | -39.1% | +46.9% | -86.1% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling