+1,082.9%
MULL vs JBHT
+16.4%
+1,066.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +3.1% | +9.2% | +9.4% |
| 7D | -27.1% | +0.2% | -27.3% | -26.1% |
| 30D | -54.2% | -2.2% | -52.1% | -52.9% |
| 3M | -42.0% | -16.5% | -25.5% | -31.4% |
| 6M | -43.5% | -8.4% | -35.0% | -39.7% |
| YTD | +199.9% | +16.1% | +183.9% | +141.6% |
| 1Y | +292.8% | +31.9% | +260.9% | +177.1% |
| All | +1,082.9% | +16.4% | +1,066.5% | +779.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling