+259.1%
MP vs JBHT
+105.3%
+153.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.1% | -6.2% | -5.5% |
| 7D | -12.5% | +1.7% | -14.2% | -13.2% |
| 30D | -23.3% | -1.2% | -22.2% | -23.0% |
| 3M | -24.4% | -17.1% | -7.2% | -18.8% |
| 6M | -45.8% | -4.4% | -41.4% | -46.3% |
| YTD | -28.9% | +17.5% | -46.4% | -36.2% |
| 1Y | -34.6% | +32.6% | -67.2% | -44.7% |
| 3Y | +118.7% | +33.0% | +85.7% | +77.5% |
| 5Y | -3.1% | +20.3% | -23.4% | -18.9% |
| All | +259.1% | +105.3% | +153.8% | +166.7% |
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 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