+849.8%
MDB vs JBHT
+128.4%
+721.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.7% | -5.6% |
| 7D | -20.9% | -1.4% | -19.5% | -20.3% |
| 30D | -15.6% | -3.1% | -12.5% | -14.4% |
| 3M | -19.1% | -19.5% | +0.5% | -11.4% |
| 6M | +14.2% | -9.6% | +23.8% | +17.2% |
| YTD | -27.4% | +13.3% | -40.7% | -34.2% |
| 1Y | -13.0% | +29.7% | -42.7% | -26.3% |
| 3Y | -11.2% | +28.3% | -39.5% | -27.5% |
| 5Y | -45.2% | +18.5% | -63.6% | -53.3% |
| All | +849.8% | +128.4% | +721.3% | +443.5% |
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 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