-1.4%
MDT vs JBHT
+20.8%
-22.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +16.2% | -2.0% | +18.1% | +16.5% |
| 3M | +18.9% | -16.3% | +35.2% | +22.1% |
| 6M | +37.3% | -8.2% | +45.6% | +38.4% |
| YTD | +9.7% | +16.3% | -6.6% | +5.6% |
| 1Y | +15.2% | +32.2% | -17.0% | +8.2% |
| 3Y | +61.8% | +34.4% | +27.4% | +47.9% |
| 5Y | -1.4% | +20.3% | -21.7% | -11.2% |
| All | -1.4% | +20.8% | -22.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling