+111.9%
MNST vs JOBY
-42.1%
+154.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | -2.2% | -8.2% | +5.9% | -1.9% |
| 30D | -5.4% | -25.1% | +19.7% | -4.2% |
| 3M | -5.5% | -28.8% | +23.3% | -4.3% |
| 6M | +12.4% | -36.1% | +48.5% | +14.1% |
| YTD | +12.4% | -52.2% | +64.6% | +15.2% |
| 1Y | +37.2% | -52.4% | +89.6% | +39.9% |
| 3Y | +52.9% | -13.6% | +66.4% | +46.2% |
| 5Y | +79.7% | -32.2% | +111.8% | +66.0% |
| All | +111.9% | -42.1% | +154.0% | +95.4% |
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 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