+92.8%
JEPI vs MKC
-33.0%
+125.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | -2.0% | -3.4% | +1.4% | -1.5% |
| 3M | +3.8% | +3.8% | 0.0% | +2.9% |
| 6M | +0.8% | -17.9% | +18.8% | +4.3% |
| YTD | +3.7% | -23.6% | +27.3% | +8.6% |
| 1Y | +7.1% | -23.1% | +30.2% | +11.8% |
| 3Y | +29.4% | -31.5% | +60.9% | +37.9% |
| 5Y | +40.8% | -33.1% | +73.8% | +49.7% |
| All | +92.8% | -33.0% | +125.8% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling