+88.8%
MTUM vs JBHT
+38.8%
+50.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.5% |
| 7D | +6.6% | +7.0% | -0.4% | +5.1% |
| 30D | -10.8% | +0.5% | -11.3% | -10.9% |
| 3M | -13.8% | -17.4% | +3.6% | -10.6% |
| 6M | -10.7% | -1.7% | -9.0% | -11.1% |
| YTD | +9.1% | +20.7% | -11.7% | +3.5% |
| 1Y | +11.4% | +41.1% | -29.7% | +2.3% |
| 3Y | +88.8% | +38.0% | +50.8% | +75.4% |
| All | +88.8% | +38.8% | +50.0% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling