-1.9%
MCHP vs JBHT
+47.5%
-49.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | -0.1% |
| 7D | +1.7% | +4.9% | -3.2% | -0.9% |
| 30D | -4.1% | +0.6% | -4.7% | -4.5% |
| 3M | -22.5% | -3.2% | -19.3% | -21.7% |
| 6M | +7.3% | +17.0% | -9.7% | -3.4% |
| YTD | +18.4% | +41.7% | -23.3% | -4.8% |
| 1Y | +18.1% | +90.0% | -71.9% | -20.8% |
| All | -1.9% | +47.5% | -49.5% | -30.8% |
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 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