+89.2%
MRVL vs JBHT
+15.0%
+74.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.6% | -12.9% | -14.5% |
| 7D | -38.8% | -1.4% | -37.5% | -38.2% |
| 30D | -53.5% | -3.1% | -50.4% | -52.7% |
| 3M | -36.7% | -19.5% | -17.1% | -29.7% |
| 6M | -20.8% | -9.6% | -11.2% | -18.6% |
| YTD | +57.4% | +13.3% | +44.1% | +39.6% |
| 1Y | +44.0% | +29.7% | +14.3% | +17.4% |
| 3Y | +162.2% | +28.3% | +133.9% | +102.0% |
| 5Y | +89.2% | +18.5% | +70.7% | +47.5% |
| All | +89.2% | +15.0% | +74.2% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling