-43.6%
JOBY vs MLM
+102.4%
-146.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | +22.1% | -2.9% | +24.9% | +24.1% |
| 30D | +8.8% | +10.4% | -1.6% | +0.4% |
| 3M | -32.8% | -3.7% | -29.1% | -31.5% |
| 6M | -45.5% | -10.3% | -35.3% | -42.3% |
| YTD | -55.2% | -14.8% | -40.3% | -51.1% |
| 1Y | -62.5% | -13.9% | -48.6% | -59.3% |
| 3Y | +14.1% | +18.4% | -4.3% | -5.6% |
| 5Y | -35.9% | +31.8% | -67.7% | -52.6% |
| All | -43.6% | +102.4% | -146.0% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling