+177.3%
MCD vs JBHT
+272.5%
-95.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.1% |
| 7D | -2.8% | +4.9% | -7.7% | -3.8% |
| 30D | -6.0% | +0.6% | -6.6% | -6.3% |
| 3M | -5.6% | -3.2% | -2.4% | -5.3% |
| 6M | -21.9% | +17.0% | -38.8% | -24.8% |
| YTD | -14.7% | +41.7% | -56.4% | -21.2% |
| 1Y | -17.3% | +90.0% | -107.2% | -28.7% |
| 3Y | -2.2% | +47.0% | -49.1% | -12.5% |
| 5Y | +20.3% | +58.3% | -38.0% | +2.5% |
| All | +177.3% | +272.5% | -95.2% | +69.8% |
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