+654.5%
MRNA vs JBHT
+185.3%
+469.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -9.0% | +7.1% | -16.2% | -10.6% |
| 30D | +137.2% | +2.3% | +134.8% | +135.1% |
| 3M | +194.8% | -4.5% | +199.3% | +196.4% |
| 6M | +167.2% | +29.2% | +138.0% | +145.9% |
| YTD | +375.9% | +42.2% | +333.7% | +327.5% |
| 1Y | +465.2% | +93.7% | +371.4% | +363.8% |
| 3Y | +30.4% | +53.2% | -22.8% | +12.4% |
| 5Y | -66.8% | +62.4% | -129.2% | -71.6% |
| All | +654.5% | +185.3% | +469.2% | +535.6% |
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