+50.8%
MMM vs JOBY
-37.2%
+88.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | -8.0% | -20.8% | +12.8% | -6.5% |
| 3M | +9.4% | -29.5% | +38.8% | +11.8% |
| 6M | +10.2% | -28.4% | +38.6% | +12.0% |
| YTD | +6.1% | -48.2% | +54.3% | +10.1% |
| 1Y | +10.8% | -49.1% | +59.9% | +14.3% |
| 3Y | +104.8% | -6.3% | +111.1% | +94.8% |
| 5Y | +27.0% | -27.2% | +54.3% | +16.0% |
| All | +50.8% | -37.2% | +88.0% | +28.8% |
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