+36.3%
MCO vs JBHT
+17.1%
+19.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | +12.5% | -2.3% | +14.7% | +13.1% |
| 3M | +7.1% | -18.5% | +25.6% | +12.4% |
| 6M | +13.2% | -11.3% | +24.5% | +15.2% |
| YTD | -0.4% | +12.6% | -12.9% | -6.8% |
| 1Y | +5.8% | +29.8% | -24.0% | -5.8% |
| 3Y | +55.4% | +28.1% | +27.3% | +33.8% |
| All | +36.3% | +17.1% | +19.2% | +16.2% |
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