+5,367.8%
MELI vs JBHT
+869.3%
+4,498.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -0.9% |
| 7D | -7.1% | -1.6% | -5.5% | -5.9% |
| 30D | -19.4% | -2.3% | -17.1% | -18.2% |
| 3M | -17.5% | -18.5% | +1.0% | -8.9% |
| 6M | -18.0% | -11.3% | -6.7% | -15.0% |
| YTD | -25.0% | +12.6% | -37.6% | -33.5% |
| 1Y | -29.1% | +29.8% | -58.8% | -42.5% |
| 3Y | +9.8% | +28.1% | -18.2% | -17.1% |
| 5Y | -7.3% | +17.7% | -25.0% | -26.0% |
| 10Y | +807.8% | +196.1% | +611.6% | +242.9% |
| All | +5,367.8% | +869.3% | +4,498.5% | +671.0% |
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