+126.5%
MCHP vs JBHT
+192.4%
-65.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.7% | -9.4% | -9.6% |
| 7D | -24.6% | -1.6% | -23.0% | -23.6% |
| 30D | -25.2% | -2.3% | -22.9% | -24.1% |
| 3M | -21.1% | -18.5% | -2.6% | -11.9% |
| 6M | -42.7% | -11.3% | -31.4% | -40.0% |
| YTD | -6.9% | +12.6% | -19.4% | -16.0% |
| 1Y | +0.9% | +29.8% | -28.9% | -16.5% |
| 3Y | -16.2% | +28.1% | -44.3% | -32.8% |
| 5Y | -24.1% | +17.7% | -41.8% | -37.5% |
| All | +126.5% | +192.4% | -65.8% | +17.0% |
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