+27.8%
MDLZ vs JOBY
-37.2%
+65.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | 0.0% | +2.2% | -2.2% | 0.0% |
| 30D | -1.6% | -20.8% | +19.3% | -1.4% |
| 3M | +0.9% | -29.5% | +30.4% | +1.2% |
| 6M | +7.3% | -28.4% | +35.7% | +7.5% |
| YTD | +16.4% | -48.2% | +64.6% | +17.1% |
| 1Y | +3.0% | -49.1% | +52.0% | +3.5% |
| 3Y | -3.7% | -6.3% | +2.6% | -5.2% |
| 5Y | +15.6% | -27.2% | +42.8% | +11.4% |
| All | +27.8% | -37.2% | +65.1% | +19.2% |
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