-12.2%
JOBY vs MTZ
+160.5%
-172.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | -0.6% |
| 7D | -5.2% | +1.4% | -6.6% | -5.9% |
| 30D | -19.7% | -14.5% | -5.2% | -13.3% |
| 3M | -31.7% | -32.9% | +1.2% | -18.3% |
| 6M | -37.5% | -20.8% | -16.7% | -32.8% |
| YTD | -51.6% | +10.6% | -62.2% | -57.1% |
| 1Y | -53.3% | +27.1% | -80.4% | -61.5% |
| 3Y | -12.2% | +166.1% | -178.4% | -46.3% |
| All | -12.2% | +160.5% | -172.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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