+24.0%
MKC vs JBHT
+192.0%
-168.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.7% |
| 7D | -1.9% | +0.4% | -2.4% | -2.0% |
| 30D | +8.0% | -2.0% | +9.9% | +8.4% |
| 3M | -8.6% | -16.3% | +7.7% | -5.7% |
| 6M | +1.1% | -8.2% | +9.3% | +2.1% |
| YTD | -27.7% | +16.3% | -44.0% | -30.9% |
| 1Y | -23.7% | +32.2% | -55.9% | -29.3% |
| 3Y | -19.4% | +34.4% | -53.8% | -27.6% |
| 5Y | -33.3% | +20.3% | -53.7% | -39.8% |
| 10Y | +24.0% | +185.2% | -161.2% | -9.3% |
| All | +24.0% | +192.0% | -168.0% | -9.3% |
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