+104.5%
MDLZ vs JBHT
+176.2%
-71.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +4.2% | -4.6% | -1.2% |
| 30D | +8.2% | -0.4% | +8.6% | +8.3% |
| 3M | +8.0% | -17.3% | +25.3% | +11.5% |
| 6M | +9.7% | -3.5% | +13.2% | +9.5% |
| YTD | +26.9% | +18.0% | +8.8% | +20.9% |
| 1Y | +20.9% | +35.5% | -14.6% | +11.8% |
| 3Y | +5.3% | +34.8% | -29.5% | -5.2% |
| 5Y | +21.4% | +19.7% | +1.7% | +10.3% |
| All | +104.5% | +176.2% | -71.6% | +42.4% |
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 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