-0.2%
JOBY vs MULL
+2,366.2%
-2,366.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.3% | +7.6% | +0.1% |
| 7D | -8.2% | +3.6% | -11.8% | -9.2% |
| 30D | -25.1% | +22.0% | -47.1% | -28.8% |
| 3M | -28.8% | -8.6% | -20.1% | -33.4% |
| 6M | -36.1% | +248.5% | -284.7% | -57.6% |
| YTD | -52.2% | +516.3% | -568.5% | -73.3% |
| 1Y | -52.4% | +2,036.6% | -2,089.1% | -81.6% |
| All | -0.2% | +2,366.2% | -2,366.3% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling