+514.8%
MDLZ vs JBHT
+6,072.8%
-5,558.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.3% |
| 7D | +8.9% | +1.7% | +7.2% | +8.6% |
| 30D | +15.2% | -1.2% | +16.4% | +15.4% |
| 3M | +9.5% | -17.1% | +26.6% | +12.3% |
| 6M | +11.7% | -4.4% | +16.1% | +11.8% |
| YTD | +28.4% | +17.5% | +11.0% | +24.1% |
| 1Y | +24.4% | +32.6% | -8.2% | +17.8% |
| 3Y | +7.1% | +33.0% | -26.0% | -0.6% |
| 5Y | +24.2% | +20.3% | +3.9% | +15.8% |
| 10Y | +101.3% | +209.1% | -107.8% | +58.4% |
| All | +514.8% | +6,072.8% | -5,558.0% | +296.6% |
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