+248.2%
MULL vs JBHT
+32.1%
+216.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +3.1% | +9.2% | +10.0% |
| 7D | -27.1% | +0.4% | -27.5% | -26.3% |
| 30D | -54.2% | -2.0% | -52.3% | -53.2% |
| 3M | -42.0% | -16.3% | -25.7% | -33.5% |
| 6M | -43.5% | -8.2% | -35.2% | -38.4% |
| YTD | +199.9% | +16.3% | +183.6% | +133.7% |
| All | +248.2% | +32.1% | +216.1% | +138.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling