+80.3%
MMM vs JBHT
+192.4%
-112.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +6.2% | -1.6% | +7.8% | +6.9% |
| 30D | +14.2% | -2.3% | +16.5% | +15.1% |
| 3M | +2.9% | -18.5% | +21.4% | +9.7% |
| 6M | +27.6% | -11.3% | +38.8% | +30.9% |
| YTD | +17.3% | +12.6% | +4.7% | +9.4% |
| 1Y | +15.1% | +29.8% | -14.7% | +1.6% |
| 3Y | +157.1% | +28.1% | +129.0% | +119.8% |
| 5Y | +45.1% | +17.7% | +27.4% | +25.0% |
| All | +80.3% | +192.4% | -112.0% | +5.5% |
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 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