+93.8%
JEPI vs MDY
+137.5%
-43.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -1.1% | -0.8% | -0.4% | -0.8% |
| 30D | -1.3% | -3.9% | +2.6% | +0.4% |
| 3M | +3.3% | 0.0% | +3.4% | +3.3% |
| 6M | +1.0% | +8.5% | -7.5% | -2.7% |
| YTD | +4.2% | +13.2% | -9.0% | -1.4% |
| 1Y | +7.9% | +15.0% | -7.1% | +1.3% |
| 3Y | +30.0% | +49.6% | -19.5% | +8.6% |
| 5Y | +40.9% | +46.0% | -5.1% | +16.8% |
| All | +93.8% | +137.5% | -43.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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