-51.6%
JOBY vs MDB
+35.6%
-87.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.2% | -4.4% |
| 7D | -14.3% | +6.8% | -21.2% | -15.9% |
| 30D | +10.2% | -6.2% | +16.4% | +11.5% |
| 3M | -38.5% | -29.2% | -9.3% | -33.5% |
| 6M | -54.1% | +10.3% | -64.4% | -57.0% |
| YTD | -61.5% | -20.4% | -41.1% | -61.0% |
| 1Y | -65.7% | -4.8% | -60.8% | -67.2% |
| 3Y | -7.0% | -11.6% | +4.6% | -16.8% |
| 5Y | -44.2% | -41.0% | -3.1% | -53.5% |
| All | -51.6% | +35.6% | -87.2% | -59.5% |
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