+10.4%
MMM vs JBHT
+89.9%
-79.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | -3.3% | +4.9% | -8.2% | -3.9% |
| 30D | -7.0% | +0.6% | -7.6% | -7.2% |
| 3M | +10.8% | -3.2% | +14.0% | +11.0% |
| 6M | +5.8% | +17.0% | -11.2% | +2.6% |
| YTD | +6.8% | +41.7% | -34.9% | +2.2% |
| 1Y | +10.4% | +90.0% | -79.6% | +7.5% |
| All | +10.4% | +89.9% | -79.5% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling