+5,296.2%
MELI vs JBHT
+910.2%
+4,386.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -3.3% |
| 7D | -10.3% | +0.9% | -11.3% | -10.6% |
| 30D | -21.1% | -1.1% | -20.0% | -20.6% |
| 3M | -18.3% | -14.8% | -3.5% | -12.1% |
| 6M | -8.7% | -7.4% | -1.3% | -7.5% |
| YTD | -26.0% | +17.3% | -43.3% | -35.9% |
| 1Y | -28.8% | +35.3% | -64.1% | -43.6% |
| 3Y | +8.4% | +33.9% | -25.5% | -20.3% |
| 5Y | -6.4% | +22.5% | -28.9% | -27.0% |
| 10Y | +818.3% | +181.3% | +637.0% | +263.0% |
| All | +5,296.2% | +910.2% | +4,386.0% | +642.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling