+463.0%
MCO vs JBHT
+183.5%
+279.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | +9.4% | -0.1% | +9.5% | +9.3% |
| 3M | +8.3% | -14.0% | +22.3% | +13.3% |
| 6M | +15.4% | -5.1% | +20.4% | +15.3% |
| YTD | +1.5% | +18.0% | -16.6% | -8.2% |
| 1Y | +5.4% | +36.5% | -31.2% | -10.5% |
| 3Y | +53.1% | +34.8% | +18.3% | +24.8% |
| 5Y | +39.4% | +21.4% | +18.0% | +16.2% |
| 10Y | +463.0% | +178.0% | +285.1% | +209.6% |
| All | +463.0% | +183.5% | +279.6% | +209.6% |
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 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