+46.7%
MCD vs JOBY
-53.4%
+100.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.5% |
| 7D | -1.6% | -14.3% | +12.7% | -1.4% |
| 30D | +14.1% | +10.2% | +3.9% | +13.9% |
| 3M | +0.6% | -38.5% | +39.1% | +1.5% |
| 6M | 0.0% | -54.1% | +54.1% | +1.3% |
| YTD | -9.3% | -61.5% | +52.2% | -7.9% |
| 1Y | -9.3% | -65.7% | +56.3% | -7.7% |
| 3Y | +8.6% | -7.0% | +15.6% | +5.2% |
| 5Y | +21.9% | -44.2% | +66.1% | +17.6% |
| All | +46.7% | -53.4% | +100.0% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling