+7,770.0%
MCO vs JBHT
+6,786.9%
+983.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 6M | +13.2% | -11.3% | +24.5% | +15.6% |
| YTD | -0.4% | +12.6% | -12.9% | -5.6% |
| 1Y | +5.8% | +29.8% | -24.0% | -4.0% |
| 3Y | +55.4% | +28.1% | +27.3% | +37.6% |
| 5Y | +36.3% | +17.7% | +18.6% | +22.4% |
| 10Y | +468.9% | +196.1% | +272.8% | +288.0% |
| All | +7,770.0% | +6,786.9% | +983.1% | +3,315.9% |
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