+1,326.5%
MU vs JOBY
-53.4%
+1,379.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -1.5% |
| 7D | +12.8% | -14.3% | +27.1% | +16.5% |
| 30D | -14.9% | +10.2% | -25.1% | -17.0% |
| 3M | -18.0% | -38.5% | +20.5% | -9.6% |
| 6M | -3.1% | -54.1% | +50.9% | +13.8% |
| YTD | +172.9% | -61.5% | +234.4% | +227.5% |
| 1Y | +228.8% | -65.7% | +294.5% | +301.9% |
| 3Y | +950.8% | -7.0% | +957.8% | +886.6% |
| 5Y | +931.3% | -44.2% | +975.4% | +811.0% |
| All | +1,326.5% | -53.4% | +1,379.9% | +1,296.8% |
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 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