+220.5%
MP vs JOBY
-46.1%
+266.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +2.3% | +16.4% | -14.2% | -2.8% |
| 30D | -15.3% | +14.4% | -29.7% | -19.0% |
| 3M | -33.5% | -30.2% | -3.3% | -25.6% |
| 6M | -45.5% | -45.3% | -0.3% | -34.3% |
| YTD | -27.3% | -55.5% | +28.2% | -7.3% |
| 1Y | -40.7% | -64.0% | +23.3% | -19.8% |
| 3Y | +145.9% | +13.3% | +132.6% | +124.4% |
| 5Y | -13.9% | -36.7% | +22.8% | -22.7% |
| All | +220.5% | -46.1% | +266.6% | +198.7% |
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