+108.8%
MNST vs JBHT
+15.0%
+93.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.2% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | +10.6% | -3.1% | +13.7% | +11.2% |
| 3M | +1.3% | -19.5% | +20.8% | +5.2% |
| 6M | +26.2% | -9.6% | +35.8% | +27.6% |
| YTD | +24.8% | +13.3% | +11.5% | +19.8% |
| 1Y | +40.9% | +29.7% | +11.3% | +31.4% |
| 3Y | +72.2% | +28.3% | +43.9% | +57.0% |
| 5Y | +108.8% | +18.5% | +90.3% | +87.1% |
| All | +108.8% | +15.0% | +93.8% | +87.1% |
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