+104.1%
MRK vs JBHT
+22.9%
+81.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +1.2% | -0.1% | +1.3% | +1.2% |
| 3M | +13.5% | -14.0% | +27.6% | +14.9% |
| 6M | +34.0% | -5.1% | +39.1% | +34.2% |
| YTD | +42.7% | +18.0% | +24.7% | +39.7% |
| 1Y | +66.6% | +36.5% | +30.1% | +60.8% |
| 3Y | +59.1% | +34.8% | +24.3% | +51.3% |
| 5Y | +104.1% | +21.4% | +82.7% | +89.0% |
| All | +104.1% | +22.9% | +81.2% | +89.0% |
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 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