+184.7%
JBHT vs MTCH
+168.0%
+16.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +0.2% | -6.6% | +6.8% | +1.4% |
| 30D | -2.2% | -4.4% | +2.2% | -1.5% |
| 3M | -16.5% | +6.0% | -22.5% | -17.6% |
| 6M | -8.4% | +7.4% | -15.9% | -10.1% |
| YTD | +16.1% | +24.5% | -8.4% | +10.6% |
| 1Y | +31.9% | +22.3% | +9.7% | +26.1% |
| 3Y | +34.1% | +42.4% | -8.3% | +23.0% |
| 5Y | +20.1% | -73.6% | +93.7% | +37.7% |
| 10Y | +184.7% | +148.4% | +36.3% | +156.0% |
| All | +184.7% | +168.0% | +16.7% | +156.0% |
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