+263.8%
MXL vs JBHT
+35.7%
+228.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.8% | +11.1% |
| 7D | +5.5% | +0.5% | +5.0% | +5.8% |
| 30D | -32.6% | -0.1% | -32.6% | -32.4% |
| 3M | -13.1% | -14.0% | +0.9% | -7.5% |
| 6M | -41.4% | -5.1% | -36.3% | -40.7% |
| YTD | +243.9% | +18.0% | +225.9% | +207.5% |
| 1Y | +305.1% | +36.5% | +268.5% | +236.9% |
| All | +263.8% | +35.7% | +228.1% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling