-39.9%
JOBY vs MXL
+137.7%
-177.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.9% |
| 7D | -8.2% | +16.6% | -24.8% | -12.1% |
| 30D | -25.1% | +0.5% | -25.5% | -26.1% |
| 3M | -28.8% | -3.6% | -25.2% | -31.5% |
| 6M | -36.1% | +328.0% | -364.2% | -66.6% |
| YTD | -52.2% | +297.8% | -350.0% | -74.5% |
| 1Y | -52.4% | +339.4% | -391.8% | -75.9% |
| 3Y | -13.6% | +201.7% | -215.3% | -57.6% |
| 5Y | -32.2% | +32.8% | -64.9% | -55.3% |
| All | -39.9% | +137.7% | -177.6% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling