+10.5%
MDT vs JBHT
+39.4%
-28.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.5% |
| 7D | +1.0% | +7.0% | -6.0% | +0.1% |
| 30D | +9.2% | +0.5% | +8.7% | +9.0% |
| 3M | +14.5% | -17.4% | +31.8% | +16.8% |
| 6M | +37.3% | -1.7% | +39.0% | +36.1% |
| YTD | +9.8% | +20.7% | -10.9% | +4.6% |
| 1Y | +10.5% | +41.1% | -30.5% | +2.6% |
| All | +10.5% | +39.4% | -28.9% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling