-81.1%
MARA vs JBHT
+192.4%
-273.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.7% | +8.4% |
| 7D | -6.2% | -1.6% | -4.6% | -4.9% |
| 30D | -38.7% | -2.3% | -36.4% | -37.7% |
| 3M | -40.4% | -18.5% | -21.9% | -32.2% |
| 6M | -51.3% | -11.3% | -40.0% | -48.5% |
| YTD | -29.3% | +12.6% | -41.9% | -37.0% |
| 1Y | -60.2% | +29.8% | -90.0% | -68.0% |
| 3Y | -31.3% | +28.1% | -59.4% | -46.5% |
| 5Y | -90.1% | +17.7% | -107.7% | -91.5% |
| All | -81.1% | +192.4% | -273.5% | -91.4% |
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