+8,709.8%
MDT vs JBHT
+9,226.7%
-517.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | +5.4% | -1.6% | +7.0% | +5.7% |
| 30D | +19.1% | -2.3% | +21.3% | +19.5% |
| 3M | +19.5% | -18.5% | +37.9% | +23.1% |
| 6M | +33.5% | -11.3% | +44.7% | +35.3% |
| YTD | +8.7% | +12.6% | -3.9% | +5.7% |
| 1Y | +16.8% | +29.8% | -13.0% | +10.9% |
| 3Y | +53.0% | +28.1% | +24.9% | +43.0% |
| 5Y | -2.9% | +17.7% | -20.6% | -8.9% |
| 10Y | +61.4% | +196.1% | -134.7% | +29.4% |
| All | +8,709.8% | +9,226.7% | -517.0% | +4,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling