+3,293.9%
MKC vs JBHT
+9,288.5%
-5,994.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.4% |
| 7D | +7.0% | -1.4% | +8.3% | +7.1% |
| 30D | +11.4% | -3.1% | +14.5% | +11.8% |
| 3M | -3.7% | -19.5% | +15.8% | -1.4% |
| 6M | +5.3% | -9.6% | +14.9% | +6.2% |
| YTD | -24.4% | +13.3% | -37.7% | -25.9% |
| 1Y | -19.7% | +29.7% | -49.3% | -22.6% |
| 3Y | -16.3% | +28.3% | -44.6% | -20.2% |
| 5Y | -30.5% | +18.5% | -49.0% | -33.7% |
| 10Y | +31.3% | +198.1% | -166.8% | +11.4% |
| All | +3,293.9% | +9,288.5% | -5,994.5% | +1,946.4% |
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