+19.4%
MCD vs JOBY
-32.4%
+51.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.8% |
| 7D | -2.9% | -5.9% | +3.0% | -2.8% |
| 30D | -6.7% | -27.1% | +20.4% | -6.3% |
| 3M | -9.6% | -30.7% | +21.2% | -9.1% |
| 6M | -22.3% | -36.1% | +13.8% | -21.9% |
| YTD | -15.4% | -51.4% | +35.9% | -14.6% |
| 1Y | -16.8% | -52.2% | +35.4% | -16.2% |
| 3Y | -2.4% | -12.1% | +9.7% | -5.2% |
| 5Y | +19.4% | -31.1% | +50.5% | +13.8% |
| All | +19.4% | -32.4% | +51.8% | +13.8% |
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