+94.2%
JEPI vs MKC
-32.7%
+126.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -1.4% | -3.1% | +1.7% | -0.9% |
| 3M | +3.5% | +5.2% | -1.6% | +2.4% |
| 6M | +1.9% | -12.8% | +14.8% | +4.3% |
| YTD | +4.4% | -23.3% | +27.7% | +9.3% |
| 1Y | +7.2% | -24.1% | +31.3% | +12.3% |
| 3Y | +29.8% | -32.1% | +61.9% | +38.7% |
| 5Y | +41.7% | -32.8% | +74.5% | +50.6% |
| All | +94.2% | -32.7% | +126.9% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling