+34.9%
MCO vs JBHT
+58.3%
-23.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.9% |
| 7D | -4.2% | +4.9% | -9.0% | -5.5% |
| 30D | +2.2% | +0.6% | +1.6% | +1.8% |
| 3M | +10.1% | -3.2% | +13.3% | +10.6% |
| 6M | +5.3% | +17.0% | -11.7% | -0.7% |
| YTD | -2.7% | +41.7% | -44.4% | -14.0% |
| 1Y | -0.4% | +90.0% | -90.4% | -21.2% |
| 3Y | +49.0% | +47.0% | +2.1% | +26.3% |
| All | +34.9% | +58.3% | -23.4% | +7.7% |
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