+92.8%
JEPI vs MTB
+208.3%
-115.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -2.0% | -4.6% | +2.6% | -1.4% |
| 3M | +3.8% | +7.4% | -3.6% | +2.7% |
| 6M | +0.8% | +18.7% | -17.8% | -1.7% |
| YTD | +3.7% | +21.1% | -17.4% | +0.7% |
| 1Y | +7.1% | +24.1% | -17.0% | +3.6% |
| 3Y | +29.4% | +115.3% | -86.0% | +16.1% |
| 5Y | +40.8% | +106.0% | -65.3% | +27.6% |
| All | +92.8% | +208.3% | -115.5% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling