+426.6%
MCK vs JBHT
+277.7%
+148.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -2.2% | +0.9% | -3.1% | -2.7% |
| 3M | +11.6% | -4.4% | +16.0% | +12.2% |
| 6M | -4.9% | +24.5% | -29.5% | -10.3% |
| YTD | +7.7% | +38.6% | -30.9% | -1.1% |
| 1Y | +25.2% | +97.2% | -72.0% | +4.5% |
| 3Y | +112.1% | +49.3% | +62.8% | +84.7% |
| 5Y | +345.8% | +61.4% | +284.5% | +259.7% |
| All | +426.6% | +277.7% | +148.9% | +169.8% |
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 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