-19.1%
MXL vs JBHT
+22.5%
-41.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.3% | -7.7% | -6.7% |
| 7D | +13.4% | +7.0% | +6.4% | +9.2% |
| 30D | -29.2% | +0.5% | -29.7% | -29.2% |
| 3M | -27.2% | -17.4% | -9.9% | -19.7% |
| 6M | -36.4% | -1.7% | -34.7% | -37.1% |
| YTD | +220.0% | +20.7% | +199.3% | +176.0% |
| 1Y | +304.8% | +41.1% | +263.7% | +217.4% |
| 3Y | +238.5% | +38.0% | +200.5% | +153.1% |
| All | -19.1% | +22.5% | -41.6% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling