+3,393.7%
MKC vs JBHT
+11,637.0%
-8,243.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | -5.9% | +4.9% | -10.8% | -6.4% |
| 30D | -0.9% | +0.6% | -1.5% | -1.0% |
| 3M | +12.7% | -3.2% | +15.9% | +13.0% |
| 6M | -19.3% | +17.0% | -36.3% | -21.0% |
| YTD | -22.2% | +41.7% | -63.8% | -25.6% |
| 1Y | -23.3% | +90.0% | -113.3% | -29.6% |
| 3Y | -30.0% | +47.0% | -77.0% | -34.3% |
| 5Y | -33.8% | +58.3% | -92.1% | -38.9% |
| 10Y | +24.4% | +273.9% | -249.5% | +2.9% |
| All | +3,393.7% | +11,637.0% | -8,243.3% | +1,954.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling