+682.5%
MRNA vs JBHT
+184.3%
+498.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.9% |
| 7D | +5.5% | +4.9% | +0.6% | +4.1% |
| 30D | +158.7% | +0.6% | +158.2% | +157.8% |
| 3M | +182.1% | -3.2% | +185.3% | +182.5% |
| 6M | +151.8% | +17.0% | +134.9% | +138.4% |
| YTD | +393.6% | +41.7% | +351.9% | +343.8% |
| 1Y | +499.5% | +90.0% | +409.5% | +394.6% |
| 3Y | +29.3% | +47.0% | -17.7% | +12.3% |
| 5Y | -65.1% | +58.3% | -123.4% | -70.1% |
| All | +682.5% | +184.3% | +498.3% | +559.8% |
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