+40.3%
MDT vs JBHT
+272.5%
-232.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.4% |
| 7D | +3.2% | +4.9% | -1.7% | +1.9% |
| 30D | +9.5% | +0.6% | +8.9% | +9.1% |
| 3M | +16.0% | -3.2% | +19.2% | +16.5% |
| 6M | +0.2% | +17.0% | -16.7% | -4.7% |
| YTD | -0.3% | +41.7% | -41.9% | -10.3% |
| 1Y | +4.7% | +90.0% | -85.3% | -14.1% |
| 3Y | +26.5% | +47.0% | -20.4% | +9.1% |
| 5Y | -18.2% | +58.3% | -76.5% | -33.2% |
| All | +40.3% | +272.5% | -232.3% | -17.7% |
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 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