+9.0%
JEPI vs MULL
+2,366.2%
-2,357.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.3% | +8.9% | -0.2% |
| 7D | -2.0% | +3.6% | -5.6% | -2.2% |
| 30D | -2.0% | +22.0% | -24.0% | -2.7% |
| 3M | +3.8% | -8.6% | +12.4% | +2.5% |
| 6M | +0.8% | +248.5% | -247.7% | -7.7% |
| YTD | +3.7% | +516.3% | -512.6% | -8.8% |
| 1Y | +7.1% | +2,036.6% | -2,029.5% | -14.3% |
| All | +9.0% | +2,366.2% | -2,357.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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