+7,134.6%
MCK vs JBHT
+9,405.3%
-2,270.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.9% |
| 7D | +1.7% | +4.9% | -3.1% | +1.0% |
| 30D | +3.6% | +0.6% | +3.0% | +3.4% |
| 3M | +20.1% | -3.2% | +23.3% | +20.3% |
| 6M | -7.0% | +17.0% | -24.0% | -9.7% |
| YTD | +11.0% | +41.7% | -30.6% | +4.5% |
| 1Y | +31.8% | +90.0% | -58.2% | +17.8% |
| 3Y | +123.1% | +47.0% | +76.2% | +104.1% |
| 5Y | +351.7% | +58.3% | +293.4% | +302.4% |
| 10Y | +435.4% | +273.9% | +161.5% | +313.2% |
| All | +7,134.6% | +9,405.3% | -2,270.7% | +3,968.7% |
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