+457.5%
MCO vs JBHT
+191.4%
+266.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +10.1% | -2.2% | +12.2% | +10.8% |
| 3M | +7.2% | -16.5% | +23.7% | +13.4% |
| 6M | +13.8% | -8.4% | +22.2% | +15.2% |
| YTD | +0.7% | +16.1% | -15.4% | -8.3% |
| 1Y | +5.6% | +31.9% | -26.3% | -9.0% |
| 3Y | +54.1% | +34.1% | +20.0% | +25.6% |
| 5Y | +36.0% | +20.1% | +15.9% | +13.7% |
| 10Y | +457.5% | +184.7% | +272.9% | +210.4% |
| All | +457.5% | +191.4% | +266.1% | +210.4% |
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