+36.5%
JEPI vs MLM
+15.7%
+20.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | +2.5% | +9.0% | -6.5% | +0.7% |
| 3M | +1.9% | -5.6% | +7.5% | +3.1% |
| 6M | +7.7% | -10.7% | +18.4% | +9.9% |
| YTD | +8.2% | -17.2% | +25.3% | +11.7% |
| 1Y | +10.4% | -14.2% | +24.6% | +13.0% |
| 3Y | +36.5% | +15.6% | +20.9% | +28.7% |
| All | +36.5% | +15.7% | +20.8% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling