+94.2%
JEPI vs MTCH
-48.0%
+142.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -1.4% | +15.9% | -17.3% | -2.8% |
| 3M | +3.5% | +23.3% | -19.7% | +1.4% |
| 6M | +1.9% | +40.1% | -38.2% | -1.6% |
| YTD | +4.4% | +33.6% | -29.2% | +1.2% |
| 1Y | +7.2% | +14.1% | -6.9% | +5.4% |
| 3Y | +29.8% | +1.4% | +28.3% | +27.1% |
| 5Y | +41.7% | -73.1% | +114.9% | +49.8% |
| All | +94.2% | -48.0% | +142.1% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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