+240.6%
MRK vs JBHT
+273.4%
-32.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | +1.3% | +4.9% | -3.5% | +0.5% |
| 30D | +17.1% | +0.6% | +16.6% | +16.9% |
| 3M | +25.9% | -3.2% | +29.1% | +26.3% |
| 6M | +26.8% | +17.0% | +9.9% | +22.8% |
| YTD | +44.9% | +41.7% | +3.3% | +35.6% |
| 1Y | +84.8% | +90.0% | -5.1% | +63.5% |
| 3Y | +50.1% | +47.0% | +3.1% | +36.7% |
| 5Y | +127.4% | +58.3% | +69.1% | +99.2% |
| All | +240.6% | +273.4% | -32.9% | +130.5% |
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