-90.5%
MARA vs JBHT
+454.3%
-544.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -4.3% |
| 7D | +6.0% | +4.9% | +1.1% | +2.9% |
| 30D | +0.6% | +0.6% | 0.0% | +0.3% |
| 3M | -18.5% | -3.2% | -15.3% | -17.5% |
| 6M | +21.7% | +17.0% | +4.8% | +8.7% |
| YTD | +25.9% | +41.7% | -15.7% | -1.2% |
| 1Y | -25.1% | +90.0% | -115.1% | -53.8% |
| 3Y | -5.7% | +47.0% | -52.7% | -30.5% |
| 5Y | -73.9% | +58.3% | -132.3% | -80.9% |
| 10Y | -75.6% | +273.9% | -349.5% | -88.2% |
| All | -90.5% | +454.3% | -544.8% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling