+17.6%
MDLZ vs JOBY
-32.4%
+50.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +1.3% |
| 7D | 0.0% | -5.9% | +5.8% | 0.0% |
| 30D | +1.4% | -27.1% | +28.6% | +1.7% |
| 3M | 0.0% | -30.7% | +30.8% | +0.3% |
| 6M | +9.1% | -36.1% | +45.2% | +9.5% |
| YTD | +17.9% | -51.4% | +69.3% | +18.7% |
| 1Y | +3.2% | -52.2% | +55.4% | +3.8% |
| 3Y | -2.5% | -12.1% | +9.6% | -4.1% |
| 5Y | +17.6% | -31.1% | +48.7% | +12.3% |
| All | +17.6% | -32.4% | +50.0% | +12.3% |
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