+865.3%
MULL vs JBHT
+13.7%
+851.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -3.6% | -30.7% | -30.9% |
| 7D | -53.1% | -1.4% | -51.7% | -51.8% |
| 30D | -64.1% | -3.1% | -61.0% | -63.0% |
| 3M | -54.6% | -19.5% | -35.0% | -44.4% |
| 6M | -38.7% | -9.6% | -29.1% | -33.6% |
| YTD | +144.7% | +13.3% | +131.4% | +101.3% |
| 1Y | +220.3% | +29.7% | +190.6% | +128.9% |
| All | +865.3% | +13.7% | +851.6% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling