+226.9%
MTZ vs JBHT
+28.2%
+198.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -4.1% |
| 7D | -10.6% | -1.4% | -9.2% | -10.2% |
| 30D | -30.4% | -3.1% | -27.3% | -29.9% |
| 3M | -40.4% | -19.5% | -20.9% | -36.5% |
| 6M | -63.7% | -9.6% | -54.1% | -63.1% |
| YTD | -26.9% | +13.3% | -40.2% | -31.8% |
| 1Y | -20.2% | +29.7% | -49.8% | -28.9% |
| All | +226.9% | +28.2% | +198.7% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling