+14,479.0%
MPWR vs JBHT
+1,603.3%
+12,875.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.7% |
| 7D | -2.6% | +4.9% | -7.5% | -5.1% |
| 30D | -9.0% | +0.6% | -9.6% | -9.5% |
| 3M | -25.8% | -3.2% | -22.6% | -25.0% |
| 6M | +11.8% | +17.0% | -5.2% | +1.5% |
| YTD | +35.5% | +41.7% | -6.1% | +10.3% |
| 1Y | +45.3% | +90.0% | -44.7% | -1.5% |
| 3Y | +138.5% | +47.0% | +91.5% | +83.7% |
| 5Y | +152.8% | +58.3% | +94.5% | +86.9% |
| 10Y | +1,616.6% | +273.9% | +1,342.7% | +682.1% |
| All | +14,479.0% | +1,603.3% | +12,875.8% | +3,306.6% |
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