-66.3%
MARA vs JOBY
-32.0%
-34.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.1% |
| 7D | +5.9% | -5.2% | +11.1% | +8.9% |
| 30D | +24.3% | -19.7% | +44.0% | +39.4% |
| 3M | -12.0% | -31.7% | +19.8% | +6.8% |
| 6M | +40.1% | -37.5% | +77.7% | +74.7% |
| YTD | +33.4% | -51.6% | +85.0% | +91.0% |
| 1Y | -23.7% | -53.3% | +29.5% | +9.7% |
| 3Y | +19.0% | -12.2% | +31.2% | +0.1% |
| All | -66.3% | -32.0% | -34.3% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 5y: compounded portfolio wealth divided by compounded JOBY 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…
5y analysis · Full analysis span regression · 6 months rolling