-65.8%
JOBY vs MXL
+276.5%
-342.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.1% | +15.3% | +5.5% |
| 7D | -0.6% | -24.3% | +23.8% | +2.9% |
| 30D | -12.6% | -46.1% | +33.5% | -6.0% |
| 3M | -36.6% | -21.8% | -14.8% | -35.8% |
| 6M | -43.0% | -27.2% | -15.8% | -42.1% |
| YTD | -61.7% | +226.2% | -287.9% | -75.2% |
| 1Y | -65.8% | +297.0% | -362.8% | -80.9% |
| All | -65.8% | +276.5% | -342.3% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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