+5,979.9%
MCD vs JBHT
+11,637.0%
-5,657.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.9% |
| 7D | -2.8% | +4.9% | -7.7% | -3.5% |
| 30D | -6.0% | +0.6% | -6.6% | -6.2% |
| 3M | -5.6% | -3.2% | -2.4% | -5.4% |
| 6M | -21.9% | +17.0% | -38.8% | -23.9% |
| YTD | -14.7% | +41.7% | -56.4% | -19.2% |
| 1Y | -17.3% | +90.0% | -107.2% | -25.1% |
| 3Y | -2.2% | +47.0% | -49.1% | -9.4% |
| 5Y | +20.3% | +58.3% | -38.0% | +9.1% |
| 10Y | +180.7% | +273.9% | -93.2% | +123.5% |
| All | +5,979.9% | +11,637.0% | -5,657.1% | +2,992.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling