+3.5%
MUB vs JBHT
+17.1%
-13.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +0.7% | -1.6% | +2.3% | +0.7% |
| 30D | +4.4% | -2.3% | +6.7% | +4.4% |
| 3M | -0.2% | -18.5% | +18.3% | +0.2% |
| 6M | -0.6% | -11.3% | +10.7% | -0.5% |
| YTD | +0.3% | +12.6% | -12.2% | 0.0% |
| 1Y | +0.8% | +29.8% | -29.0% | +0.2% |
| 3Y | +12.0% | +28.1% | -16.1% | +11.0% |
| All | +3.5% | +17.1% | -13.5% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling