-28.0%
JOBY vs MKC
-33.0%
+5.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | -5.2% | -1.5% | -3.7% | -5.1% |
| 30D | -19.7% | -3.1% | -16.6% | -19.6% |
| 3M | -31.7% | +5.2% | -36.9% | -32.2% |
| 6M | -37.5% | -12.8% | -24.7% | -36.4% |
| YTD | -51.6% | -23.3% | -28.3% | -50.0% |
| 1Y | -53.3% | -24.1% | -29.2% | -51.7% |
| 3Y | -12.2% | -32.1% | +19.9% | -9.5% |
| All | -28.0% | -33.0% | +5.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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