+3,132.1%
MPC vs JBHT
+468.3%
+2,663.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.1% | -9.2% | -8.6% |
| 7D | -10.9% | +1.7% | -12.6% | -11.7% |
| 30D | -9.4% | -1.2% | -8.2% | -9.3% |
| 3M | +26.0% | -17.1% | +43.1% | +35.3% |
| 6M | +56.5% | -4.4% | +60.9% | +55.6% |
| YTD | +144.3% | +17.5% | +126.8% | +116.3% |
| 1Y | +117.2% | +32.6% | +84.6% | +80.2% |
| 3Y | +176.3% | +33.0% | +143.3% | +116.4% |
| 5Y | +590.5% | +20.3% | +570.2% | +442.1% |
| 10Y | +1,183.8% | +209.1% | +974.7% | +423.0% |
| All | +3,132.1% | +468.3% | +2,663.8% | +696.6% |
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