-38.4%
MDB vs JBHT
+22.9%
-61.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | -11.3% | -0.1% | -11.2% | -11.3% |
| 3M | -23.0% | -14.0% | -9.0% | -17.8% |
| 6M | +14.8% | -5.1% | +19.8% | +15.0% |
| YTD | -19.4% | +18.0% | -37.5% | -30.0% |
| 1Y | -9.0% | +36.5% | -45.5% | -27.2% |
| 3Y | -10.3% | +34.8% | -45.1% | -32.0% |
| 5Y | -38.4% | +21.4% | -59.8% | -51.4% |
| All | -38.4% | +22.9% | -61.3% | -51.4% |
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