+714.6%
MCK vs JBHT
+183.5%
+531.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +13.0% | -0.1% | +13.1% | +12.9% |
| 3M | +19.9% | -14.0% | +33.9% | +23.1% |
| 6M | +49.2% | -5.1% | +54.3% | +49.3% |
| YTD | +32.0% | +18.0% | +14.0% | +25.1% |
| 1Y | +26.6% | +36.5% | -9.9% | +15.8% |
| 3Y | +133.2% | +34.8% | +98.4% | +106.3% |
| 5Y | +397.2% | +21.4% | +375.7% | +339.8% |
| 10Y | +714.6% | +178.0% | +536.6% | +392.1% |
| All | +714.6% | +183.5% | +531.1% | +392.1% |
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 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