+274.7%
JBHT vs MTCH
+182.3%
+92.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +7.1% | -1.8% | +8.9% | +7.5% |
| 30D | +2.3% | +10.4% | -8.1% | +0.4% |
| 3M | -4.5% | +21.0% | -25.5% | -8.1% |
| 6M | +29.2% | +36.6% | -7.4% | +21.5% |
| YTD | +42.2% | +29.7% | +12.5% | +34.7% |
| 1Y | +93.7% | +8.6% | +85.1% | +89.3% |
| 3Y | +53.2% | -2.7% | +55.9% | +49.3% |
| 5Y | +62.4% | -72.9% | +135.3% | +85.0% |
| 10Y | +274.7% | +185.0% | +89.7% | +211.2% |
| All | +274.7% | +182.3% | +92.4% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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