+540.9%
MPC vs JBHT
+15.0%
+525.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.4% | -3.1% |
| 7D | -12.8% | -1.4% | -11.4% | -12.5% |
| 30D | -12.7% | -3.1% | -9.7% | -12.2% |
| 3M | +27.1% | -19.5% | +46.6% | +33.0% |
| 6M | +45.8% | -9.6% | +55.4% | +47.5% |
| YTD | +134.7% | +13.3% | +121.4% | +121.4% |
| 1Y | +106.0% | +29.7% | +76.4% | +86.5% |
| 3Y | +165.5% | +28.3% | +137.2% | +133.9% |
| 5Y | +540.9% | +18.5% | +522.4% | +434.5% |
| All | +540.9% | +15.0% | +525.9% | +434.5% |
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