+7.1%
MDLZ vs JBHT
+28.2%
-21.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.6% |
| 7D | +6.9% | -1.4% | +8.2% | +6.9% |
| 30D | +12.1% | -3.1% | +15.1% | +12.2% |
| 3M | +7.7% | -19.5% | +27.2% | +8.7% |
| 6M | +10.8% | -9.6% | +20.4% | +11.1% |
| YTD | +27.4% | +13.3% | +14.1% | +26.3% |
| 1Y | +23.5% | +29.7% | -6.2% | +21.6% |
| All | +7.1% | +28.2% | -21.1% | +3.0% |
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