-79.2%
MARA vs JBHT
+183.5%
-262.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.7% | +3.9% |
| 7D | +11.5% | +0.5% | +11.0% | +11.6% |
| 30D | -18.9% | -0.1% | -18.8% | -18.6% |
| 3M | -20.9% | -14.0% | -6.8% | -13.1% |
| 6M | -42.8% | -5.1% | -37.7% | -42.2% |
| YTD | -14.7% | +18.0% | -32.7% | -26.4% |
| 1Y | -47.6% | +36.5% | -84.2% | -59.3% |
| 3Y | -20.3% | +34.8% | -55.1% | -40.0% |
| 5Y | -89.2% | +21.4% | -110.6% | -91.0% |
| 10Y | -79.2% | +178.0% | -257.1% | -89.5% |
| All | -79.2% | +183.5% | -262.6% | -89.5% |
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