+1,346.4%
MU vs JOBY
-32.4%
+1,378.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.1% | +8.9% | +4.2% |
| 7D | +7.5% | -5.9% | +13.4% | +8.9% |
| 30D | +19.4% | -27.1% | +46.5% | +28.0% |
| 3M | +9.8% | -30.7% | +40.6% | +19.5% |
| 6M | +164.1% | -36.1% | +200.2% | +192.0% |
| YTD | +260.3% | -51.4% | +311.7% | +317.0% |
| 1Y | +661.2% | -52.2% | +713.3% | +770.6% |
| 3Y | +1,380.8% | -12.1% | +1,392.9% | +1,275.1% |
| 5Y | +1,346.4% | -31.1% | +1,377.5% | +1,046.7% |
| All | +1,346.4% | -32.4% | +1,378.8% | +1,046.7% |
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 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