+35,479.1%
MCHP vs JBHT
+6,557.6%
+28,921.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | -17.5% | +0.5% | -18.0% | -17.5% |
| 30D | -15.8% | -0.1% | -15.8% | -15.7% |
| 3M | -22.9% | -14.0% | -8.8% | -18.8% |
| 6M | -36.6% | -5.1% | -31.5% | -36.0% |
| YTD | -0.8% | +18.0% | -18.9% | -7.8% |
| 1Y | +16.5% | +36.5% | -20.0% | +2.8% |
| 3Y | -13.6% | +34.8% | -48.4% | -24.3% |
| 5Y | -17.0% | +21.4% | -38.4% | -24.8% |
| 10Y | +137.7% | +178.0% | -40.3% | +61.4% |
| All | +35,479.1% | +6,557.6% | +28,921.5% | +8,272.1% |
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 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