+8,945.0%
JBHT vs MTB
+7,592.0%
+1,353.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.6% |
| 7D | -1.4% | -1.9% | +0.5% | -0.5% |
| 30D | -3.1% | +0.5% | -3.5% | -3.3% |
| 3M | -19.5% | -12.2% | -7.3% | -14.6% |
| 6M | -9.6% | +3.4% | -12.9% | -10.9% |
| YTD | +13.3% | +11.3% | +2.0% | +8.1% |
| 1Y | +29.7% | +23.3% | +6.4% | +18.2% |
| 3Y | +28.3% | +96.8% | -68.5% | -6.5% |
| 5Y | +18.5% | +65.8% | -47.4% | -10.3% |
| 10Y | +198.1% | +140.0% | +58.1% | +72.3% |
| All | +8,945.0% | +7,592.0% | +1,353.0% | +1,204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 all: compounded portfolio wealth divided by compounded MTB 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…
all analysis · Full analysis span regression · 6 months rolling