+68.9%
MP vs JOBY
-30.0%
+98.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.0% |
| 7D | +3.0% | +2.2% | +0.8% | +2.3% |
| 30D | +8.3% | -20.8% | +29.2% | +17.0% |
| 3M | -3.8% | -29.5% | +25.6% | +7.8% |
| 6M | -4.9% | -28.4% | +23.5% | +5.7% |
| YTD | +9.6% | -48.2% | +57.8% | +34.6% |
| 1Y | -11.7% | -49.1% | +37.4% | +8.8% |
| 3Y | +158.5% | -6.3% | +164.8% | +140.5% |
| 5Y | +68.9% | -27.2% | +96.1% | +33.9% |
| All | +68.9% | -30.0% | +98.9% | +33.9% |
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