+116.3%
MP vs JBHT
+28.2%
+88.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.5% | -5.2% |
| 7D | -19.0% | -1.4% | -17.6% | -18.7% |
| 30D | -30.5% | -3.1% | -27.4% | -29.9% |
| 3M | -29.6% | -19.5% | -10.0% | -26.2% |
| 6M | -50.4% | -9.6% | -40.9% | -50.1% |
| YTD | -33.2% | +13.3% | -46.5% | -36.8% |
| 1Y | -38.6% | +29.7% | -68.3% | -43.8% |
| All | +116.3% | +28.2% | +88.1% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling