+11.0%
MTUM vs JBHT
+36.1%
-25.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +10.8% | +4.2% | +6.6% | +9.9% |
| 30D | -11.4% | -0.4% | -11.0% | -11.4% |
| 3M | -11.7% | -17.3% | +5.7% | -8.6% |
| 6M | -8.2% | -3.5% | -4.7% | -8.8% |
| YTD | +11.3% | +18.0% | -6.8% | +4.2% |
| 1Y | +11.0% | +35.5% | -24.5% | +2.0% |
| All | +11.0% | +36.1% | -25.1% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling