-66.6%
MRNA vs JBHT
+58.3%
-124.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.3% |
| 7D | +5.5% | +4.9% | +0.6% | +3.3% |
| 30D | +158.7% | +0.6% | +158.2% | +157.2% |
| 3M | +182.1% | -3.2% | +185.3% | +182.4% |
| 6M | +151.8% | +17.0% | +134.9% | +130.2% |
| YTD | +393.6% | +41.7% | +351.9% | +314.4% |
| 1Y | +499.5% | +90.0% | +409.5% | +335.4% |
| 3Y | +29.3% | +47.0% | -17.7% | +3.3% |
| All | -66.6% | +58.3% | -124.9% | -74.7% |
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