+3,812.0%
MRK vs JBHT
+11,637.0%
-7,825.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.7% |
| 7D | +1.3% | +4.9% | -3.5% | +0.7% |
| 30D | +17.1% | +0.6% | +16.6% | +17.0% |
| 3M | +25.9% | -3.2% | +29.1% | +26.3% |
| 6M | +26.8% | +17.0% | +9.9% | +23.7% |
| YTD | +44.9% | +41.7% | +3.3% | +37.8% |
| 1Y | +84.8% | +90.0% | -5.1% | +68.2% |
| 3Y | +50.1% | +47.0% | +3.1% | +39.8% |
| 5Y | +127.4% | +58.3% | +69.1% | +107.1% |
| 10Y | +240.0% | +273.9% | -34.0% | +171.8% |
| All | +3,812.0% | +11,637.0% | -7,825.0% | +2,037.1% |
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