+40.9%
JEPI vs MLM
+40.7%
+0.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -0.5% |
| 30D | -1.3% | -8.3% | +7.1% | +0.8% |
| 3M | +3.3% | -12.0% | +15.3% | +6.3% |
| 6M | +1.0% | -17.6% | +18.6% | +5.5% |
| YTD | +4.2% | -18.9% | +23.1% | +8.9% |
| 1Y | +7.9% | -17.6% | +25.6% | +12.2% |
| 3Y | +30.0% | +16.8% | +13.2% | +20.5% |
| 5Y | +40.9% | +41.0% | -0.1% | +21.4% |
| All | +40.9% | +40.7% | +0.2% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling