-34.9%
JOBY vs MLM
+96.2%
-131.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.9% |
| 7D | +2.2% | +1.4% | +0.8% | +1.1% |
| 30D | -20.8% | -6.5% | -14.3% | -16.9% |
| 3M | -29.5% | -7.4% | -22.1% | -26.4% |
| 6M | -28.4% | -15.8% | -12.6% | -19.9% |
| YTD | -48.2% | -17.4% | -30.8% | -41.7% |
| 1Y | -49.1% | -17.9% | -31.2% | -42.3% |
| 3Y | -6.3% | +18.9% | -25.2% | -22.5% |
| 5Y | -27.2% | +43.4% | -70.7% | -47.2% |
| All | -34.9% | +96.2% | -131.0% | -54.7% |
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