+27.6%
MCHP vs JOBY
-42.1%
+69.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.6% |
| 7D | -2.1% | -8.2% | +6.1% | -0.5% |
| 30D | -11.1% | -25.1% | +13.9% | -6.1% |
| 3M | -18.1% | -28.8% | +10.7% | -12.6% |
| 6M | +10.8% | -36.1% | +46.9% | +19.4% |
| YTD | +14.2% | -52.2% | +66.4% | +28.8% |
| 1Y | +13.5% | -52.4% | +65.9% | +26.2% |
| 3Y | -2.0% | -13.6% | +11.6% | -11.5% |
| 5Y | +1.4% | -32.2% | +33.5% | -15.7% |
| All | +27.6% | -42.1% | +69.8% | +10.8% |
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 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