+548,301.9%
MNST vs JBHT
+11,637.0%
+536,664.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.0% |
| 7D | -6.5% | +4.9% | -11.4% | -7.2% |
| 30D | -7.2% | +0.6% | -7.8% | -7.4% |
| 3M | -1.0% | -3.2% | +2.2% | -0.7% |
| 6M | +11.5% | +17.0% | -5.5% | +8.3% |
| YTD | +14.3% | +41.7% | -27.3% | +7.5% |
| 1Y | +38.1% | +90.0% | -51.9% | +23.1% |
| 3Y | +55.0% | +47.0% | +8.0% | +42.2% |
| 5Y | +79.6% | +58.3% | +21.3% | +61.5% |
| 10Y | +241.8% | +273.9% | -32.1% | +165.7% |
| All | +548,301.9% | +11,637.0% | +536,664.9% | +350,308.0% |
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