+72.8%
MCD vs JEPI
+101.5%
-28.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +16.6% | +2.8% | +13.8% | +13.9% |
| 3M | +0.9% | +2.6% | -1.7% | -1.2% |
| 6M | +1.5% | +8.4% | -6.9% | -5.1% |
| YTD | -8.3% | +8.6% | -16.9% | -14.5% |
| 1Y | -8.1% | +10.4% | -18.5% | -15.4% |
| 3Y | +10.3% | +37.1% | -26.8% | -16.8% |
| 5Y | +23.4% | +45.5% | -22.1% | -12.0% |
| All | +72.8% | +101.5% | -28.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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