+1,330.3%
MULL vs JBHT
+18.4%
+1,311.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.6% | +23.4% | +23.4% |
| 7D | -2.5% | +0.5% | -3.0% | -1.2% |
| 30D | -40.1% | -0.1% | -40.0% | -39.5% |
| 3M | -28.2% | -14.0% | -14.2% | -17.3% |
| 6M | -39.6% | -5.1% | -34.5% | -37.5% |
| YTD | +262.6% | +18.0% | +244.6% | +187.8% |
| 1Y | +366.2% | +36.5% | +329.7% | +218.5% |
| All | +1,330.3% | +18.4% | +1,311.9% | +948.1% |
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