+2.7%
MDT vs JBHT
+22.5%
-19.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.9% |
| 6M | +37.3% | -1.7% | +39.0% | +36.7% |
| YTD | +9.8% | +20.7% | -10.9% | +5.0% |
| 1Y | +10.5% | +41.1% | -30.5% | +2.6% |
| 3Y | +57.4% | +38.0% | +19.4% | +43.3% |
| All | +2.7% | +22.5% | -19.9% | -7.3% |
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