-28.0%
MXL vs JBHT
+17.1%
-45.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.6% | +11.4% |
| 7D | -27.1% | -1.6% | -25.5% | -26.2% |
| 30D | -54.2% | -2.3% | -51.9% | -53.6% |
| 3M | -29.9% | -18.5% | -11.5% | -22.1% |
| 6M | -39.5% | -11.3% | -28.2% | -36.4% |
| YTD | +182.2% | +12.6% | +169.6% | +152.9% |
| 1Y | +231.8% | +29.8% | +202.1% | +172.7% |
| 3Y | +195.9% | +28.1% | +167.8% | +130.8% |
| All | -28.0% | +17.1% | -45.1% | -41.7% |
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 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