+93.8%
JEPI vs MLM
+194.6%
-100.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -1.1% | -2.7% | +1.6% | -0.6% |
| 30D | -1.3% | -8.3% | +7.1% | +0.5% |
| 3M | +3.3% | -12.0% | +15.3% | +5.8% |
| 6M | +1.0% | -17.6% | +18.6% | +4.7% |
| YTD | +4.2% | -18.9% | +23.1% | +8.1% |
| 1Y | +7.9% | -17.6% | +25.6% | +11.5% |
| 3Y | +30.0% | +16.8% | +13.2% | +23.5% |
| 5Y | +40.9% | +41.0% | -0.1% | +27.4% |
| All | +93.8% | +194.6% | -100.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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