+211.7%
MCD vs JBHT
+192.4%
+19.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +7.1% | -1.6% | +8.7% | +7.5% |
| 30D | +19.8% | -2.3% | +22.1% | +20.3% |
| 3M | +0.8% | -18.5% | +19.3% | +4.4% |
| 6M | -1.3% | -11.3% | +10.0% | +0.2% |
| YTD | -7.8% | +12.6% | -20.3% | -11.2% |
| 1Y | -5.0% | +29.8% | -34.7% | -11.3% |
| 3Y | +10.5% | +28.1% | -17.5% | +0.9% |
| 5Y | +22.0% | +17.7% | +4.3% | +11.0% |
| All | +211.7% | +192.4% | +19.3% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling