+76.3%
MMM vs JBHT
+182.5%
-106.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.8% |
| 7D | -0.4% | +7.0% | -7.4% | -2.8% |
| 30D | +12.1% | +0.5% | +11.6% | +11.9% |
| 3M | +1.4% | -17.4% | +18.8% | +7.7% |
| 6M | +26.6% | -1.7% | +28.3% | +25.1% |
| YTD | +16.8% | +20.7% | -3.9% | +6.3% |
| 1Y | +10.1% | +41.1% | -31.0% | -5.7% |
| 3Y | +158.4% | +38.0% | +120.4% | +115.0% |
| 5Y | +43.1% | +22.5% | +20.6% | +21.8% |
| All | +76.3% | +182.5% | -106.1% | +4.4% |
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