-38.2%
MULL vs JBHT
-11.5%
-26.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.8% | +9.6% |
| 7D | -42.7% | -1.6% | -41.1% | -41.2% |
| 30D | -63.8% | -2.3% | -61.5% | -63.0% |
| 3M | -49.0% | -18.5% | -30.6% | -39.7% |
| 6M | -38.2% | -11.3% | -26.9% | -29.3% |
| All | -38.2% | -11.5% | -26.7% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling