-22.7%
MCHP vs JBHT
+17.1%
-39.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.2% |
| 3M | -21.1% | -18.5% | -2.6% | -12.3% |
| 6M | -42.7% | -11.3% | -31.4% | -40.2% |
| YTD | -6.9% | +12.6% | -19.4% | -16.3% |
| 1Y | +0.9% | +29.8% | -28.9% | -16.8% |
| 3Y | -16.2% | +28.1% | -44.3% | -33.7% |
| All | -22.7% | +17.1% | -39.8% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling