+7,581.3%
MCO vs JBHT
+8,566.6%
-985.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| YTD | -2.7% | +41.7% | -44.4% | -13.3% |
| 1Y | -0.4% | +90.0% | -90.4% | -19.5% |
| 3Y | +49.0% | +47.0% | +2.1% | +27.5% |
| 5Y | +33.6% | +58.3% | -24.7% | +10.7% |
| 10Y | +395.3% | +273.9% | +121.4% | +217.6% |
| All | +7,581.3% | +8,566.6% | -985.3% | +3,039.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling