+311.3%
MTUM vs JBHT
+182.5%
+128.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.7% |
| 7D | +6.6% | +7.0% | -0.4% | +4.4% |
| 30D | -10.8% | +0.5% | -11.3% | -11.0% |
| 3M | -13.8% | -17.4% | +3.6% | -9.0% |
| 6M | -10.7% | -1.7% | -9.0% | -11.3% |
| YTD | +9.1% | +20.7% | -11.7% | +0.7% |
| 1Y | +11.4% | +41.1% | -29.7% | -2.5% |
| 3Y | +88.8% | +38.0% | +50.8% | +60.9% |
| 5Y | +51.7% | +22.5% | +29.2% | +31.7% |
| All | +311.3% | +182.5% | +128.8% | +152.1% |
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 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