+58.1%
MP vs JBHT
+58.3%
-0.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.1% |
| 7D | -2.9% | +4.9% | -7.7% | -5.0% |
| 30D | +13.8% | +0.6% | +13.2% | +13.4% |
| 3M | -16.7% | -3.2% | -13.5% | -16.4% |
| 6M | -11.5% | +17.0% | -28.4% | -19.6% |
| YTD | +7.9% | +41.7% | -33.7% | -10.9% |
| 1Y | -15.0% | +90.0% | -105.0% | -41.7% |
| 3Y | +153.5% | +47.0% | +106.5% | +100.0% |
| All | +58.1% | +58.3% | -0.1% | +13.7% |
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