+128.4%
MNST vs JOBY
-53.4%
+181.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.8% | +2.2% |
| 7D | +1.6% | -14.3% | +16.0% | +2.2% |
| 30D | +5.1% | +10.2% | -5.1% | +4.5% |
| 3M | -0.5% | -38.5% | +38.0% | +1.5% |
| 6M | +8.1% | -54.1% | +62.2% | +11.4% |
| YTD | +21.2% | -61.5% | +82.7% | +25.2% |
| 1Y | +30.7% | -65.7% | +96.4% | +35.6% |
| 3Y | +67.3% | -7.0% | +74.3% | +58.7% |
| 5Y | +101.9% | -44.2% | +146.0% | +87.8% |
| All | +128.4% | -53.4% | +181.8% | +112.3% |
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