+21.5%
MLM vs JBHT
+28.2%
-6.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -4.3% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | +7.9% | -3.1% | +11.0% | +8.7% |
| 3M | -4.5% | -19.5% | +15.1% | +0.3% |
| 6M | -12.6% | -9.6% | -3.1% | -11.4% |
| YTD | -14.9% | +13.3% | -28.2% | -18.6% |
| 1Y | -13.1% | +29.7% | -42.8% | -19.6% |
| All | +21.5% | +28.2% | -6.7% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling