-51.6%
JOBY vs MLM
+96.8%
-148.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.4% |
| 7D | -14.3% | -0.9% | -13.5% | -13.7% |
| 30D | +10.2% | +9.0% | +1.2% | +2.6% |
| 3M | -38.5% | -5.6% | -32.9% | -36.4% |
| 6M | -54.1% | -10.7% | -43.4% | -51.2% |
| YTD | -61.5% | -17.2% | -44.4% | -57.1% |
| 1Y | -65.7% | -14.2% | -51.4% | -62.8% |
| 3Y | -7.0% | +15.6% | -22.6% | -21.6% |
| 5Y | -44.2% | +26.2% | -70.4% | -57.6% |
| All | -51.6% | +96.8% | -148.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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