+230.8%
MRK vs JBHT
+182.5%
+48.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.2% |
| 7D | +0.7% | +7.0% | -6.3% | -0.4% |
| 30D | +0.3% | +0.5% | -0.2% | +0.1% |
| 3M | +9.7% | -17.4% | +27.0% | +12.8% |
| 6M | +32.0% | -1.7% | +33.7% | +31.4% |
| YTD | +43.3% | +20.7% | +22.5% | +37.3% |
| 1Y | +63.7% | +41.1% | +22.6% | +52.7% |
| 3Y | +58.0% | +38.0% | +20.0% | +44.9% |
| 5Y | +105.0% | +22.5% | +82.5% | +88.6% |
| All | +230.8% | +182.5% | +48.3% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling