+8,972.9%
MDT vs JBHT
+9,288.5%
-315.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.5% |
| 7D | +8.0% | -1.4% | +9.3% | +8.2% |
| 30D | +20.4% | -3.1% | +23.5% | +21.0% |
| 3M | +22.9% | -19.5% | +42.5% | +27.0% |
| 6M | +37.1% | -9.6% | +46.7% | +38.6% |
| YTD | +11.9% | +13.3% | -1.4% | +8.7% |
| 1Y | +19.8% | +29.7% | -9.9% | +13.7% |
| 3Y | +59.4% | +28.3% | +31.1% | +49.0% |
| 5Y | 0.0% | +18.5% | -18.4% | -6.2% |
| 10Y | +66.2% | +198.1% | -131.9% | +33.1% |
| All | +8,972.9% | +9,288.5% | -315.6% | +4,135.0% |
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