+211.4%
MLM vs JBHT
+207.9%
+3.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +9.1% | +1.7% | +7.4% | +8.4% |
| 30D | +14.6% | -1.2% | +15.8% | +15.0% |
| 3M | +0.3% | -17.1% | +17.4% | +7.6% |
| 6M | -7.5% | -4.4% | -3.1% | -7.5% |
| YTD | -10.2% | +17.5% | -27.7% | -18.6% |
| 1Y | -10.5% | +32.6% | -43.1% | -23.2% |
| 3Y | +27.8% | +33.0% | -5.2% | +4.3% |
| 5Y | +38.9% | +20.3% | +18.6% | +15.9% |
| 10Y | +211.4% | +209.1% | +2.3% | +18.6% |
| All | +211.4% | +207.9% | +3.5% | +18.6% |
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