How to set column headers in Mail on MacBook Pro?

In Mail on my MacBook Pro I have a number of columns set as a default view in Mail - To, Subject, Date etc

I want to add Mailbox (as I have more than one mail account) as a default header.

When I right click on the header bar and add it, it works but next time I log on it's gone again.

How do I add Mailbox as a column permanently?