-3.9%
MDLZ vs JBHT
+47.5%
-51.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | -1.7% | +4.9% | -6.6% | -2.0% |
| 30D | -2.1% | +0.6% | -2.7% | -2.2% |
| 3M | +1.3% | -3.2% | +4.5% | +1.4% |
| 6M | +6.2% | +17.0% | -10.8% | +5.1% |
| YTD | +15.8% | +41.7% | -25.9% | +13.6% |
| 1Y | +4.1% | +90.0% | -85.9% | +0.6% |
| All | -3.9% | +47.5% | -51.5% | -9.3% |
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