+247.5%
MRK vs JBHT
+192.4%
+55.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | +2.8% | -2.3% | +5.0% | +3.1% |
| 3M | +15.0% | -18.5% | +33.4% | +18.5% |
| 6M | +30.9% | -11.3% | +42.2% | +32.7% |
| YTD | +42.3% | +12.6% | +29.7% | +38.0% |
| 1Y | +76.1% | +29.8% | +46.3% | +66.5% |
| 3Y | +54.1% | +28.1% | +26.0% | +43.0% |
| 5Y | +109.5% | +17.7% | +91.8% | +93.5% |
| All | +247.5% | +192.4% | +55.2% | +145.9% |
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 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