-38.9%
JOBY vs MTB
+159.7%
-198.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -6.0% | -6.0% |
| 7D | -5.9% | +1.1% | -6.9% | -6.4% |
| 30D | -27.1% | -4.6% | -22.5% | -25.2% |
| 3M | -30.7% | +6.3% | -37.0% | -33.6% |
| 6M | -36.1% | +15.6% | -51.7% | -41.9% |
| YTD | -51.4% | +20.6% | -71.9% | -57.0% |
| 1Y | -52.2% | +22.5% | -74.7% | -58.1% |
| 3Y | -12.1% | +114.4% | -126.5% | -41.9% |
| 5Y | -31.1% | +101.9% | -133.0% | -53.0% |
| All | -38.9% | +159.7% | -198.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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