+82.3%
MET vs JBHT
+15.0%
+67.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -2.0% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | +3.3% | -3.1% | +6.3% | +4.2% |
| 3M | +4.2% | -19.5% | +23.8% | +10.1% |
| 6M | +27.3% | -9.6% | +36.9% | +29.1% |
| YTD | +29.8% | +13.3% | +16.5% | +21.8% |
| 1Y | +30.2% | +29.7% | +0.5% | +16.9% |
| 3Y | +77.6% | +28.3% | +49.3% | +54.9% |
| 5Y | +82.3% | +18.5% | +63.8% | +53.8% |
| All | +82.3% | +15.0% | +67.3% | +53.8% |
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