+1.3%
MELI vs JBHT
+58.3%
-57.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.8% |
| 7D | +0.6% | +4.9% | -4.3% | -1.5% |
| 30D | +2.9% | +0.6% | +2.3% | +2.2% |
| 3M | +21.0% | -3.2% | +24.2% | +21.5% |
| 6M | +11.8% | +17.0% | -5.1% | +1.8% |
| YTD | -1.8% | +41.7% | -43.4% | -18.8% |
| 1Y | -18.2% | +90.0% | -108.2% | -42.8% |
| 3Y | +39.2% | +47.0% | -7.8% | +8.5% |
| All | +1.3% | +58.3% | -57.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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