+104.9%
MMM vs JBHT
+47.5%
+57.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | -3.3% | +4.9% | -8.2% | -4.5% |
| 30D | -7.0% | +0.6% | -7.6% | -7.3% |
| 3M | +10.8% | -3.2% | +14.0% | +11.3% |
| 6M | +5.8% | +17.0% | -11.2% | +0.4% |
| YTD | +6.8% | +41.7% | -34.9% | -4.1% |
| 1Y | +10.4% | +90.0% | -79.6% | -9.4% |
| All | +104.9% | +47.5% | +57.3% | +74.6% |
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