+342.5%
MCK vs JBHT
+60.5%
+282.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.1% |
| 7D | -1.9% | +7.1% | -9.1% | -2.2% |
| 30D | +2.4% | +2.3% | 0.0% | +2.2% |
| 3M | +16.1% | -4.5% | +20.6% | +16.2% |
| 6M | -3.1% | +29.2% | -32.3% | -4.2% |
| YTD | +8.7% | +42.2% | -33.5% | +7.0% |
| 1Y | +28.1% | +93.7% | -65.7% | +24.3% |
| 3Y | +114.1% | +53.2% | +60.9% | +109.8% |
| 5Y | +342.5% | +62.4% | +280.1% | +321.1% |
| All | +342.5% | +60.5% | +282.1% | +321.1% |
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 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