+220.2%
MET vs JBHT
+192.4%
+27.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -1.2% | -1.6% | +0.4% | -0.4% |
| 30D | +3.2% | -2.3% | +5.5% | +4.2% |
| 3M | -1.1% | -18.5% | +17.4% | +7.0% |
| 6M | +25.0% | -11.3% | +36.3% | +28.9% |
| YTD | +27.9% | +12.6% | +15.3% | +16.5% |
| 1Y | +32.9% | +29.8% | +3.1% | +12.8% |
| 3Y | +78.8% | +28.1% | +50.7% | +44.5% |
| 5Y | +79.6% | +17.7% | +61.9% | +45.5% |
| All | +220.2% | +192.4% | +27.9% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling