+94.2%
JEPI vs MTB
+209.4%
-115.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.4% | -4.8% | +3.4% | -0.7% |
| 3M | +3.5% | +6.0% | -2.4% | +2.6% |
| 6M | +1.9% | +19.6% | -17.7% | -0.7% |
| YTD | +4.4% | +21.5% | -17.0% | +1.4% |
| 1Y | +7.2% | +24.7% | -17.5% | +3.6% |
| 3Y | +29.8% | +108.6% | -78.8% | +16.8% |
| 5Y | +41.7% | +106.7% | -65.0% | +28.4% |
| All | +94.2% | +209.4% | -115.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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