+5,618.5%
JBHT vs MTCH
+14,607.1%
-8,988.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +3.0% |
| 7D | +4.9% | +0.7% | +4.2% | +4.7% |
| 30D | +0.6% | +9.7% | -9.1% | -1.0% |
| 3M | -3.2% | +21.1% | -24.3% | -6.3% |
| 6M | +17.0% | +37.5% | -20.5% | +10.8% |
| YTD | +41.7% | +31.9% | +9.7% | +34.9% |
| 1Y | +90.0% | +14.6% | +75.4% | +84.7% |
| 3Y | +47.0% | -6.2% | +53.1% | +45.0% |
| 5Y | +58.3% | -70.6% | +128.9% | +79.6% |
| 10Y | +273.9% | +185.6% | +88.3% | +184.5% |
| All | +5,618.5% | +14,607.1% | -8,988.6% | +3,109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling