+697.8%
MTZ vs JBHT
+272.5%
+425.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.7% |
| 7D | -1.6% | +4.9% | -6.5% | -4.0% |
| 30D | -11.1% | +0.6% | -11.7% | -11.3% |
| 3M | -36.7% | -3.2% | -33.5% | -36.0% |
| 6M | -21.9% | +17.0% | -38.9% | -28.8% |
| YTD | +9.1% | +41.7% | -32.5% | -10.0% |
| 1Y | +30.0% | +90.0% | -60.0% | -9.7% |
| 3Y | +138.5% | +47.0% | +91.5% | +84.4% |
| 5Y | +158.3% | +58.3% | +100.0% | +82.8% |
| All | +697.8% | +272.5% | +425.3% | +227.4% |
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