-15.9%
MKC vs JBHT
+28.2%
-44.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.3% |
| 7D | +7.0% | -1.4% | +8.3% | +7.2% |
| 30D | +11.4% | -3.1% | +14.5% | +11.9% |
| 3M | -3.7% | -19.5% | +15.8% | -1.2% |
| 6M | +5.3% | -9.6% | +14.9% | +6.1% |
| YTD | -24.4% | +13.3% | -37.7% | -26.2% |
| 1Y | -19.7% | +29.7% | -49.3% | -23.1% |
| All | -15.9% | +28.2% | -44.2% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling