+449.0%
MTZ vs JBHT
+194.3%
+254.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -3.5% |
| 7D | -10.6% | -1.4% | -9.2% | -10.1% |
| 30D | -30.4% | -3.1% | -27.3% | -29.6% |
| 3M | -40.4% | -19.5% | -20.9% | -34.6% |
| 6M | -63.7% | -9.6% | -54.1% | -62.8% |
| YTD | -26.9% | +13.3% | -40.2% | -33.7% |
| 1Y | -20.2% | +29.7% | -49.8% | -32.5% |
| 3Y | +208.1% | +28.3% | +179.8% | +150.0% |
| 5Y | +69.4% | +18.5% | +50.9% | +38.0% |
| All | +449.0% | +194.3% | +254.7% | +84.3% |
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