+32.0%
MLM vs JBHT
+15.0%
+17.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -4.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | +7.9% | -3.1% | +11.0% | +9.0% |
| 3M | -4.5% | -19.5% | +15.1% | +1.9% |
| 6M | -12.6% | -9.6% | -3.1% | -11.0% |
| YTD | -14.9% | +13.3% | -28.2% | -20.1% |
| 1Y | -13.1% | +29.7% | -42.8% | -22.3% |
| 3Y | +21.2% | +28.3% | -7.1% | +5.3% |
| 5Y | +32.0% | +18.5% | +13.5% | +12.1% |
| All | +32.0% | +15.0% | +17.0% | +12.1% |
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