+398.5%
MCK vs JBHT
+22.2%
+376.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +8.3% | +0.9% | +7.4% | +8.3% |
| 30D | +15.3% | -1.1% | +16.4% | +15.3% |
| 3M | +23.2% | -14.8% | +38.0% | +23.8% |
| 6M | +47.4% | -7.4% | +54.8% | +47.5% |
| YTD | +32.4% | +17.3% | +15.1% | +31.3% |
| 1Y | +26.5% | +35.3% | -8.9% | +24.8% |
| 3Y | +133.8% | +33.9% | +99.8% | +129.6% |
| All | +398.5% | +22.2% | +376.3% | +383.5% |
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