-4.6%
MDT vs JOBY
-41.4%
+36.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -3.4% | -5.2% | +1.8% | -3.2% |
| 30D | +0.2% | -19.7% | +19.9% | +1.2% |
| 3M | +14.3% | -31.7% | +46.0% | +16.0% |
| 6M | +4.0% | -37.5% | +41.5% | +5.7% |
| YTD | -3.7% | -51.6% | +47.9% | -1.1% |
| 1Y | -0.4% | -53.3% | +52.9% | +2.1% |
| 3Y | +23.3% | -12.2% | +35.5% | +17.5% |
| 5Y | -18.9% | -31.3% | +12.4% | -26.0% |
| All | -4.6% | -41.4% | +36.8% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling