+57.9%
MDT vs JBHT
+192.4%
-134.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | +5.4% | -1.6% | +7.0% | +5.9% |
| 30D | +19.1% | -2.3% | +21.3% | +19.7% |
| 3M | +19.5% | -18.5% | +37.9% | +25.2% |
| 6M | +33.5% | -11.3% | +44.7% | +36.2% |
| YTD | +8.7% | +12.6% | -3.9% | +3.4% |
| 1Y | +16.8% | +29.8% | -13.0% | +6.6% |
| 3Y | +53.0% | +28.1% | +24.9% | +35.5% |
| 5Y | -2.9% | +17.7% | -20.6% | -13.9% |
| All | +57.9% | +192.4% | -134.4% | -8.1% |
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