+7,983.2%
MDT vs JBHT
+11,637.0%
-3,653.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +3.2% | +4.9% | -1.7% | +2.4% |
| 30D | +9.5% | +0.6% | +8.9% | +9.3% |
| 3M | +16.0% | -3.2% | +19.2% | +16.3% |
| 6M | +0.2% | +17.0% | -16.7% | -2.8% |
| YTD | -0.3% | +41.7% | -41.9% | -6.4% |
| 1Y | +4.7% | +90.0% | -85.3% | -6.9% |
| 3Y | +26.5% | +47.0% | -20.4% | +15.8% |
| 5Y | -18.2% | +58.3% | -76.5% | -26.8% |
| 10Y | +40.0% | +273.9% | -233.9% | +8.2% |
| All | +7,983.2% | +11,637.0% | -3,653.8% | +3,545.5% |
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