+3,773.6%
MU vs JBHT
+194.3%
+3,579.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.6% | -13.9% | -15.5% |
| 7D | -29.7% | -1.4% | -28.4% | -29.0% |
| 30D | -37.2% | -3.1% | -34.1% | -36.2% |
| 3M | -26.5% | -19.5% | -7.0% | -17.8% |
| 6M | +2.6% | -9.6% | +12.1% | +6.6% |
| YTD | +130.1% | +13.3% | +116.8% | +107.2% |
| 1Y | +176.7% | +29.7% | +147.0% | +130.3% |
| 3Y | +813.1% | +28.3% | +784.8% | +633.5% |
| 5Y | +822.0% | +18.5% | +803.5% | +658.8% |
| All | +3,773.6% | +194.3% | +3,579.3% | +2,032.7% |
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