+47.2%
MMM vs JBHT
+15.0%
+32.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.1% |
| 7D | +5.9% | -1.4% | +7.3% | +6.4% |
| 30D | +14.7% | -3.1% | +17.8% | +15.8% |
| 3M | +3.6% | -19.5% | +23.1% | +9.7% |
| 6M | +32.7% | -9.6% | +42.3% | +34.7% |
| YTD | +18.9% | +13.3% | +5.6% | +11.7% |
| 1Y | +16.4% | +29.7% | -13.3% | +4.5% |
| 3Y | +159.8% | +28.3% | +131.5% | +126.4% |
| 5Y | +47.2% | +18.5% | +28.7% | +25.9% |
| All | +47.2% | +15.0% | +32.2% | +25.9% |
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