+1,120.0%
MPC vs JBHT
+272.5%
+847.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.9% |
| 7D | +5.4% | +4.9% | +0.6% | +3.1% |
| 30D | +31.0% | +0.6% | +30.4% | +30.2% |
| 3M | +46.0% | -3.2% | +49.2% | +47.2% |
| 6M | +77.3% | +17.0% | +60.4% | +61.8% |
| YTD | +141.9% | +41.7% | +100.3% | +101.6% |
| 1Y | +120.9% | +90.0% | +30.9% | +56.0% |
| 3Y | +182.7% | +47.0% | +135.7% | +119.2% |
| 5Y | +646.4% | +58.3% | +588.1% | +421.6% |
| All | +1,120.0% | +272.5% | +847.5% | +373.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling