-12.2%
JOBY vs MTUM
+114.7%
-127.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | -0.5% |
| 7D | -5.2% | +0.7% | -5.9% | -6.2% |
| 30D | -19.7% | -2.4% | -17.3% | -17.1% |
| 3M | -31.7% | -3.6% | -28.1% | -29.2% |
| 6M | -37.5% | +23.7% | -61.2% | -54.3% |
| YTD | -51.6% | +22.9% | -74.5% | -64.1% |
| 1Y | -53.3% | +21.8% | -75.0% | -64.4% |
| 3Y | -12.2% | +114.4% | -126.7% | -70.6% |
| All | -12.2% | +114.7% | -127.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling