+346.4%
MTUM vs JBHT
+276.8%
+69.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +4.1% | +7.1% | -3.0% | +1.8% |
| 30D | -0.2% | +2.3% | -2.5% | -1.0% |
| 3M | -1.9% | -4.5% | +2.6% | -0.8% |
| 6M | +28.1% | +29.2% | -1.1% | +17.0% |
| YTD | +23.6% | +42.2% | -18.6% | +9.0% |
| 1Y | +26.1% | +93.7% | -67.6% | -1.0% |
| 3Y | +116.8% | +53.2% | +63.6% | +80.0% |
| 5Y | +80.0% | +62.4% | +17.6% | +42.2% |
| 10Y | +346.4% | +274.7% | +71.7% | +144.4% |
| All | +346.4% | +276.8% | +69.6% | +144.4% |
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