+210.0%
MULL vs JBHT
+27.8%
+182.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.8% | +9.6% |
| 7D | -42.7% | -1.6% | -41.1% | -41.3% |
| 30D | -63.8% | -2.3% | -61.5% | -63.0% |
| 3M | -49.0% | -18.5% | -30.6% | -40.6% |
| 6M | -38.2% | -11.3% | -26.9% | -30.9% |
| YTD | +167.0% | +12.6% | +154.5% | +112.7% |
| All | +210.0% | +27.8% | +182.2% | +117.3% |
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 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