-32.9%
MKC vs JBHT
+58.3%
-91.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | -5.9% | +4.9% | -10.8% | -6.6% |
| 30D | -0.9% | +0.6% | -1.5% | -1.1% |
| 3M | +12.7% | -3.2% | +15.9% | +13.1% |
| 6M | -19.3% | +17.0% | -36.3% | -21.6% |
| YTD | -22.2% | +41.7% | -63.8% | -26.7% |
| 1Y | -23.3% | +90.0% | -113.3% | -31.6% |
| 3Y | -30.0% | +47.0% | -77.0% | -36.2% |
| All | -32.9% | +58.3% | -91.2% | -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