-35.0%
MKC vs JBHT
+22.9%
-57.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -7.0% | +0.5% | -7.5% | -7.1% |
| 30D | +4.1% | -0.1% | +4.2% | +4.1% |
| 3M | -10.3% | -14.0% | +3.7% | -8.6% |
| 6M | +1.7% | -5.1% | +6.8% | +1.9% |
| YTD | -29.1% | +18.0% | -47.1% | -31.6% |
| 1Y | -26.0% | +36.5% | -62.5% | -30.3% |
| 3Y | -21.5% | +34.8% | -56.2% | -28.0% |
| 5Y | -35.0% | +21.4% | -56.5% | -41.3% |
| All | -35.0% | +22.9% | -57.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling