-3.3%
MDLN vs JBHT
+11.7%
-15.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +23.4% | -1.6% | +25.0% | +23.7% |
| 30D | +11.8% | -2.3% | +14.1% | +12.2% |
| 3M | +14.9% | -18.5% | +33.3% | +16.1% |
| 6M | -5.6% | -11.3% | +5.6% | -4.6% |
| YTD | -5.6% | +12.6% | -18.2% | +4.0% |
| All | -3.3% | +11.7% | -15.0% | +6.7% |
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