+1,604.6%
MOD vs JBHT
+272.5%
+1,332.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +2.5% |
| 7D | +9.6% | +4.9% | +4.7% | +6.2% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | -35.4% | -3.2% | -32.2% | -34.4% |
| 6M | -7.3% | +17.0% | -24.2% | -16.8% |
| YTD | +45.8% | +41.7% | +4.1% | +15.2% |
| 1Y | +43.1% | +90.0% | -46.8% | -9.2% |
| 3Y | +297.7% | +47.0% | +250.7% | +196.3% |
| 5Y | +1,478.8% | +58.3% | +1,420.4% | +990.3% |
| All | +1,604.6% | +272.5% | +1,332.0% | +561.6% |
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