+953.2%
MULL vs JBHT
+12.9%
+940.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.8% | +9.7% |
| 7D | -42.7% | -1.6% | -41.1% | -41.1% |
| 30D | -63.8% | -2.3% | -61.5% | -62.9% |
| 3M | -49.0% | -18.5% | -30.6% | -38.5% |
| 6M | -38.2% | -11.3% | -26.9% | -31.9% |
| YTD | +167.0% | +12.6% | +154.5% | +120.9% |
| 1Y | +247.7% | +29.8% | +218.0% | +147.9% |
| All | +953.2% | +12.9% | +940.3% | +704.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling