+1,211.6%
MULL vs JBHT
+21.1%
+1,190.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.3% | -7.4% | -7.3% |
| 7D | +24.5% | +7.0% | +17.5% | +17.0% |
| 30D | -35.5% | +0.5% | -36.0% | -35.3% |
| 3M | -44.8% | -17.4% | -27.4% | -34.2% |
| 6M | -45.5% | -1.7% | -43.7% | -45.6% |
| YTD | +232.5% | +20.7% | +211.8% | +158.0% |
| 1Y | +343.3% | +41.1% | +302.2% | +192.3% |
| All | +1,211.6% | +21.1% | +1,190.4% | +839.4% |
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