+1,209.8%
MET vs JBHT
+9,711.2%
-8,501.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.8% |
| 7D | +1.2% | +4.9% | -3.7% | -1.0% |
| 30D | +1.4% | +0.6% | +0.8% | +0.8% |
| 3M | +17.7% | -3.2% | +20.9% | +18.4% |
| 6M | +35.0% | +17.0% | +18.0% | +24.2% |
| YTD | +26.3% | +41.7% | -15.4% | +6.6% |
| 1Y | +22.8% | +90.0% | -67.2% | -10.8% |
| 3Y | +65.9% | +47.0% | +19.0% | +31.3% |
| 5Y | +85.4% | +58.3% | +27.0% | +37.8% |
| 10Y | +253.7% | +273.9% | -20.2% | +78.6% |
| All | +1,209.8% | +9,711.2% | -8,501.4% | +230.9% |
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