-39.1%
JOBY vs MTCH
-67.7%
+28.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.6% |
| 7D | -5.2% | +1.3% | -6.5% | -5.8% |
| 30D | -19.7% | +15.9% | -35.6% | -25.7% |
| 3M | -31.7% | +23.3% | -55.0% | -39.4% |
| 6M | -37.5% | +40.1% | -77.7% | -47.8% |
| YTD | -51.6% | +33.6% | -85.2% | -58.8% |
| 1Y | -53.3% | +14.1% | -67.4% | -57.0% |
| 3Y | -12.2% | +1.4% | -13.6% | -18.0% |
| 5Y | -31.3% | -73.1% | +41.9% | -4.8% |
| All | -39.1% | -67.7% | +28.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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