+20.1%
MGY vs JBHT
+93.0%
-72.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | -0.9% | +7.1% | -8.0% | -0.8% |
| 30D | +10.1% | +2.3% | +7.8% | +10.2% |
| 3M | -1.5% | -4.5% | +3.0% | -1.5% |
| 6M | -4.9% | +29.2% | -34.2% | -4.6% |
| YTD | +27.7% | +42.2% | -14.5% | +28.4% |
| 1Y | +20.1% | +93.7% | -73.7% | +22.5% |
| All | +20.1% | +93.0% | -72.9% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling