+159.0%
MXL vs JBHT
+192.4%
-33.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.6% | +11.4% |
| 7D | -27.1% | -1.6% | -25.5% | -26.1% |
| 30D | -54.2% | -2.3% | -51.9% | -53.6% |
| 3M | -29.9% | -18.5% | -11.5% | -21.6% |
| 6M | -39.5% | -11.3% | -28.2% | -36.2% |
| YTD | +182.2% | +12.6% | +169.6% | +153.2% |
| 1Y | +231.8% | +29.8% | +202.1% | +172.5% |
| 3Y | +195.9% | +28.1% | +167.8% | +131.5% |
| 5Y | -27.3% | +17.7% | -44.9% | -40.6% |
| All | +159.0% | +192.4% | -33.4% | +26.4% |
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