-48.5%
JOBY vs MULL
+3,061.6%
-3,110.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.8% | -13.7% | -3.9% |
| 7D | -3.4% | +17.3% | -20.7% | -6.2% |
| 30D | -13.6% | +23.5% | -37.1% | -17.3% |
| 3M | -39.5% | -24.0% | -15.5% | -41.2% |
| 6M | -31.9% | +276.7% | -308.6% | -50.1% |
| YTD | -48.9% | +565.1% | -614.0% | -66.3% |
| 1Y | -48.5% | +2,802.6% | -2,851.1% | -66.4% |
| All | -48.5% | +3,061.6% | -3,110.1% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling