+541.5%
MAR vs JBHT
+194.3%
+347.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.3% |
| 7D | +4.4% | -1.4% | +5.8% | +5.0% |
| 30D | +15.5% | -3.1% | +18.6% | +16.8% |
| 3M | +15.7% | -19.5% | +35.3% | +25.2% |
| 6M | +18.2% | -9.6% | +27.8% | +20.7% |
| YTD | +35.3% | +13.3% | +22.0% | +24.7% |
| 1Y | +48.6% | +29.7% | +19.0% | +29.0% |
| 3Y | +124.3% | +28.3% | +96.0% | +88.1% |
| 5Y | +159.7% | +18.5% | +141.2% | +120.4% |
| All | +541.5% | +194.3% | +347.2% | +258.0% |
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