+25.1%
MKC vs JBHT
+182.5%
-157.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.7% |
| 7D | -3.0% | +7.0% | -10.0% | -4.4% |
| 30D | +4.8% | +0.5% | +4.3% | +4.7% |
| 3M | -12.8% | -17.4% | +4.5% | -9.7% |
| 6M | +5.0% | -1.7% | +6.7% | +4.5% |
| YTD | -29.1% | +20.7% | -49.8% | -32.8% |
| 1Y | -26.4% | +41.1% | -67.5% | -32.7% |
| 3Y | -21.6% | +38.0% | -59.6% | -30.0% |
| 5Y | -35.2% | +22.5% | -57.7% | -41.7% |
| All | +25.1% | +182.5% | -157.4% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling