+1,082.9%
MULL vs JBHT
+16.7%
+1,066.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +3.1% | +9.2% | +9.4% |
| 7D | -27.1% | +0.4% | -27.5% | -26.2% |
| 30D | -54.2% | -2.0% | -52.3% | -53.0% |
| 3M | -42.0% | -16.3% | -25.7% | -31.5% |
| 6M | -43.5% | -8.2% | -35.2% | -39.8% |
| YTD | +199.9% | +16.3% | +183.6% | +141.2% |
| 1Y | +292.8% | +32.2% | +260.6% | +176.6% |
| All | +1,082.9% | +16.7% | +1,066.3% | +778.3% |
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