+159.9%
MXL vs JBHT
+186.6%
-26.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.2% |
| 7D | -15.9% | +0.9% | -16.8% | -15.8% |
| 30D | -44.0% | -1.1% | -42.9% | -43.5% |
| 3M | -21.3% | -14.8% | -6.5% | -14.2% |
| 6M | -46.1% | -7.4% | -38.6% | -44.6% |
| YTD | +208.8% | +17.3% | +191.5% | +170.9% |
| 1Y | +255.5% | +35.3% | +220.2% | +185.5% |
| 3Y | +223.3% | +33.9% | +189.4% | +146.7% |
| 5Y | -18.1% | +22.5% | -40.6% | -34.5% |
| 10Y | +159.9% | +181.3% | -21.4% | +30.7% |
| All | +159.9% | +186.6% | -26.7% | +30.7% |
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 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