+1,673.7%
MOD vs JBHT
+9,634.5%
-7,960.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.1% | -22.5% | -21.9% |
| 7D | -31.3% | +1.7% | -33.0% | -31.9% |
| 30D | -46.1% | -1.2% | -44.9% | -46.1% |
| 3M | -51.1% | -17.1% | -34.0% | -47.9% |
| 6M | -62.1% | -4.4% | -57.7% | -62.0% |
| YTD | -26.2% | +17.5% | -43.7% | -31.8% |
| 1Y | -32.6% | +32.6% | -65.2% | -40.6% |
| 3Y | +133.8% | +33.0% | +100.8% | +102.4% |
| 5Y | +792.8% | +20.3% | +772.4% | +706.0% |
| 10Y | +959.8% | +209.1% | +750.7% | +573.9% |
| All | +1,673.7% | +9,634.5% | -7,960.7% | +433.9% |
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