+25.7%
MMM vs JOBY
-33.6%
+59.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -3.2% | -8.2% | +4.9% | -2.6% |
| 30D | -10.7% | -25.1% | +14.4% | -8.6% |
| 3M | +4.3% | -28.8% | +33.1% | +6.7% |
| 6M | +5.9% | -36.1% | +42.0% | +8.8% |
| YTD | +3.2% | -52.2% | +55.4% | +8.1% |
| 1Y | +8.0% | -52.4% | +60.4% | +12.3% |
| 3Y | +99.1% | -13.6% | +112.6% | +89.1% |
| 5Y | +25.7% | -32.2% | +57.9% | +12.5% |
| All | +25.7% | -33.6% | +59.4% | +12.5% |
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