+3,144.9%
MMM vs JBHT
+9,288.5%
-6,143.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.5% |
| 7D | +5.9% | -1.4% | +7.3% | +6.2% |
| 30D | +14.7% | -3.1% | +17.8% | +15.5% |
| 3M | +3.6% | -19.5% | +23.1% | +7.8% |
| 6M | +32.7% | -9.6% | +42.3% | +34.5% |
| YTD | +18.9% | +13.3% | +5.6% | +14.9% |
| 1Y | +16.4% | +29.7% | -13.3% | +9.3% |
| 3Y | +159.8% | +28.3% | +131.5% | +140.9% |
| 5Y | +47.2% | +18.5% | +28.7% | +37.4% |
| 10Y | +86.5% | +198.1% | -111.6% | +45.4% |
| All | +3,144.9% | +9,288.5% | -6,143.6% | +1,556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling