+221.7%
MXL vs JBHT
+273.4%
-51.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +3.8% |
| 7D | +1.6% | +4.9% | -3.2% | -1.3% |
| 30D | -7.0% | +0.6% | -7.6% | -6.9% |
| 3M | -33.4% | -3.2% | -30.2% | -32.0% |
| 6M | +260.2% | +17.0% | +243.2% | +223.8% |
| YTD | +260.0% | +41.7% | +218.3% | +185.7% |
| 1Y | +303.5% | +90.0% | +213.5% | +160.3% |
| 3Y | +160.4% | +47.0% | +113.5% | +91.2% |
| 5Y | +14.7% | +58.3% | -43.6% | -20.8% |
| All | +221.7% | +273.4% | -51.7% | +24.5% |
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 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