-16.1%
MCHP vs JBHT
+34.7%
-50.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.4% |
| 7D | -22.6% | +0.9% | -23.5% | -22.7% |
| 30D | -20.1% | -1.1% | -19.0% | -19.5% |
| 3M | -25.4% | -14.8% | -10.6% | -19.6% |
| 6M | -38.4% | -7.4% | -31.0% | -37.4% |
| YTD | -3.7% | +17.3% | -21.0% | -15.4% |
| 1Y | +11.7% | +35.3% | -23.6% | -9.6% |
| 3Y | -16.1% | +33.9% | -50.1% | -40.1% |
| All | -16.1% | +34.7% | -50.8% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling