-39.5%
MXL vs JBHT
-11.5%
-28.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.6% | +11.3% |
| 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% | -24.8% |
| 6M | -39.5% | -11.3% | -28.2% | -34.3% |
| All | -39.5% | -11.5% | -28.0% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling