-82.2%
MARA vs JBHT
+182.5%
-264.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -4.5% |
| 7D | +10.1% | +7.0% | +3.0% | +5.1% |
| 30D | -15.1% | +0.5% | -15.6% | -15.1% |
| 3M | -24.1% | -17.4% | -6.8% | -14.2% |
| 6M | -45.2% | -1.7% | -43.5% | -46.0% |
| YTD | -22.2% | +20.7% | -42.9% | -33.9% |
| 1Y | -45.3% | +41.1% | -86.4% | -58.5% |
| 3Y | -23.9% | +38.0% | -61.9% | -43.6% |
| 5Y | -90.8% | +22.5% | -113.3% | -92.4% |
| All | -82.2% | +182.5% | -264.6% | -90.5% |
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