+959.8%
MOD vs JBHT
+207.9%
+751.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.1% | -22.5% | -22.1% |
| 7D | -31.3% | +1.7% | -33.0% | -32.2% |
| 30D | -46.1% | -1.2% | -44.9% | -46.1% |
| 3M | -51.1% | -17.1% | -34.0% | -46.1% |
| 6M | -62.1% | -4.4% | -57.7% | -62.2% |
| YTD | -26.2% | +17.5% | -43.7% | -35.7% |
| 1Y | -32.6% | +32.6% | -65.2% | -45.7% |
| 3Y | +133.8% | +33.0% | +100.8% | +79.8% |
| 5Y | +792.8% | +20.3% | +772.4% | +623.7% |
| 10Y | +959.8% | +209.1% | +750.7% | +323.3% |
| All | +959.8% | +207.9% | +751.9% | +323.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling