+97.9%
MMM vs JOBY
-13.1%
+111.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | -1.3% |
| 7D | -2.6% | -5.9% | +3.3% | -2.1% |
| 30D | -9.3% | -27.1% | +17.8% | -6.9% |
| 3M | +5.6% | -30.7% | +36.3% | +8.4% |
| 6M | +9.5% | -36.1% | +45.5% | +12.5% |
| YTD | +4.1% | -51.4% | +55.5% | +9.1% |
| 1Y | +9.4% | -52.2% | +61.5% | +13.8% |
| All | +97.9% | -13.1% | +111.0% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling