+18.5%
MLM vs JBHT
+47.5%
-29.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.4% |
| 7D | -2.9% | +4.9% | -7.8% | -4.1% |
| 30D | -6.8% | +0.6% | -7.4% | -7.1% |
| 3M | -11.2% | -3.2% | -8.0% | -10.8% |
| 6M | -21.8% | +17.0% | -38.8% | -25.7% |
| YTD | -17.0% | +41.7% | -58.6% | -24.9% |
| 1Y | -16.4% | +90.0% | -106.4% | -30.3% |
| All | +18.5% | +47.5% | -29.0% | +4.7% |
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