+37.9%
MCD vs JOBY
-38.2%
+76.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.5% |
| 7D | -2.8% | -3.4% | +0.6% | -2.8% |
| 30D | -6.0% | -13.6% | +7.6% | -5.8% |
| 3M | -5.6% | -39.5% | +33.9% | -4.8% |
| 6M | -21.9% | -31.9% | +10.0% | -21.5% |
| YTD | -14.7% | -48.9% | +34.2% | -13.9% |
| 1Y | -17.3% | -48.5% | +31.3% | -16.7% |
| 3Y | -2.2% | -8.0% | +5.9% | -5.0% |
| 5Y | +20.3% | -33.7% | +54.0% | +15.8% |
| All | +37.9% | -38.2% | +76.0% | +25.4% |
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