+2,523.1%
MULL vs JBHT
+42.1%
+2,481.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.8% | +9.0% | +8.9% |
| 7D | +17.3% | +4.9% | +12.4% | +12.1% |
| 30D | +23.5% | +0.6% | +22.9% | +24.8% |
| 3M | -24.0% | -3.2% | -20.8% | -20.7% |
| 6M | +276.7% | +17.0% | +259.8% | +221.4% |
| YTD | +565.1% | +41.7% | +523.4% | +352.0% |
| 1Y | +2,802.6% | +90.0% | +2,712.6% | +1,287.7% |
| All | +2,523.1% | +42.1% | +2,481.0% | +1,545.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling