+35.7%
MCO vs JBHT
+22.5%
+13.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.3% |
| 7D | +0.5% | +7.0% | -6.5% | -1.3% |
| 30D | +9.8% | +0.5% | +9.3% | +9.6% |
| 3M | +4.3% | -17.4% | +21.6% | +9.1% |
| 6M | +16.5% | -1.7% | +18.2% | +15.2% |
| YTD | +0.1% | +20.7% | -20.6% | -8.1% |
| 1Y | +4.4% | +41.1% | -36.6% | -9.1% |
| 3Y | +51.6% | +38.0% | +13.6% | +27.8% |
| All | +35.7% | +22.5% | +13.2% | +15.4% |
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 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