+540.2%
MAR vs JBHT
+192.4%
+347.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +4.3% | -1.6% | +5.9% | +5.0% |
| 30D | +16.8% | -2.3% | +19.1% | +17.7% |
| 3M | +16.0% | -18.5% | +34.5% | +24.8% |
| 6M | +16.5% | -11.3% | +27.7% | +19.9% |
| YTD | +35.0% | +12.6% | +22.5% | +24.8% |
| 1Y | +49.4% | +29.8% | +19.6% | +29.6% |
| 3Y | +124.1% | +28.1% | +96.0% | +88.0% |
| 5Y | +159.2% | +17.7% | +141.5% | +120.5% |
| All | +540.2% | +192.4% | +347.9% | +258.2% |
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