+1,217.8%
MRVL vs JBHT
+8,019.2%
-6,801.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.6% |
| 7D | -36.5% | +1.7% | -38.2% | -37.1% |
| 30D | -41.1% | -1.2% | -39.9% | -41.0% |
| 3M | -26.9% | -17.1% | -9.7% | -21.0% |
| 6M | -2.3% | -4.4% | +2.1% | -2.2% |
| YTD | +88.4% | +17.5% | +70.9% | +69.1% |
| 1Y | +82.7% | +32.6% | +50.1% | +54.3% |
| 3Y | +213.8% | +33.0% | +180.7% | +155.0% |
| 5Y | +127.4% | +20.3% | +107.1% | +95.4% |
| 10Y | +1,267.3% | +209.1% | +1,058.2% | +611.5% |
| All | +1,217.8% | +8,019.2% | -6,801.5% | +24.4% |
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 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