+439.4%
MARA vs JOBY
-41.1%
+480.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +3.9% |
| 7D | +13.8% | -5.9% | +19.7% | +17.3% |
| 30D | +24.7% | -27.1% | +51.8% | +46.2% |
| 3M | -10.4% | -30.7% | +20.3% | +7.4% |
| 6M | +37.6% | -36.1% | +73.7% | +68.5% |
| YTD | +32.7% | -51.4% | +84.1% | +87.8% |
| 1Y | -25.2% | -52.2% | +27.0% | +5.4% |
| 3Y | +9.3% | -12.1% | +21.3% | -6.3% |
| 5Y | -69.3% | -31.1% | -38.2% | -76.8% |
| All | +439.4% | -41.1% | +480.5% | +748.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling