+456.0%
MCO vs JBHT
+176.2%
+279.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.7% | +4.2% | -5.9% | -3.2% |
| 30D | +9.1% | -0.4% | +9.5% | +9.2% |
| 3M | +6.2% | -17.3% | +23.6% | +12.9% |
| 6M | +12.6% | -3.5% | +16.1% | +11.8% |
| YTD | -0.2% | +18.0% | -18.2% | -9.7% |
| 1Y | +4.1% | +35.5% | -31.4% | -11.3% |
| 3Y | +50.6% | +34.8% | +15.9% | +22.7% |
| 5Y | +36.2% | +19.7% | +16.5% | +14.3% |
| All | +456.0% | +176.2% | +279.8% | +204.3% |
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 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