-6.4%
MDB vs JBHT
+47.5%
-54.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -5.0% |
| 7D | -17.4% | +4.9% | -22.3% | -18.9% |
| 30D | -2.0% | +0.6% | -2.6% | -2.3% |
| 3M | -3.0% | -3.2% | +0.2% | -2.3% |
| 6M | +48.7% | +17.0% | +31.7% | +38.8% |
| YTD | -12.1% | +41.7% | -53.8% | -24.1% |
| 1Y | +14.5% | +90.0% | -75.5% | -12.5% |
| All | -6.4% | +47.5% | -54.0% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling