+46.9%
JEPI vs MNDY
-50.8%
+97.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -0.7% |
| 7D | -2.0% | -12.5% | +10.5% | -1.4% |
| 30D | -2.0% | -2.6% | +0.6% | -2.0% |
| 3M | +3.8% | +4.2% | -0.5% | +3.3% |
| 6M | +0.8% | +9.8% | -8.9% | -0.2% |
| YTD | +3.7% | -42.3% | +46.0% | +6.0% |
| 1Y | +7.1% | -54.5% | +61.6% | +10.6% |
| 3Y | +29.4% | -50.3% | +79.6% | +31.2% |
| 5Y | +40.8% | -77.1% | +117.9% | +39.1% |
| All | +46.9% | -50.8% | +97.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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