+713.8%
MOD vs JBHT
+15.0%
+698.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.7% | -5.2% |
| 7D | -34.2% | -1.4% | -32.8% | -33.7% |
| 30D | -51.9% | -3.1% | -48.8% | -51.2% |
| 3M | -53.0% | -19.5% | -33.5% | -47.4% |
| 6M | -66.4% | -9.6% | -56.8% | -65.4% |
| YTD | -31.5% | +13.3% | -44.9% | -39.0% |
| 1Y | -39.6% | +29.7% | -69.2% | -50.5% |
| 3Y | +116.8% | +28.3% | +88.5% | +71.1% |
| 5Y | +713.8% | +18.5% | +695.3% | +553.7% |
| All | +713.8% | +15.0% | +698.8% | +553.7% |
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