+19.4%
MCD vs JEPI
+40.2%
-20.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -2.9% | -1.1% | -1.7% | -2.0% |
| 30D | -6.7% | -1.3% | -5.5% | -5.8% |
| 3M | -9.6% | +3.3% | -12.9% | -11.8% |
| 6M | -22.3% | +1.0% | -23.3% | -22.9% |
| YTD | -15.4% | +4.2% | -19.7% | -18.1% |
| 1Y | -16.8% | +7.9% | -24.7% | -21.6% |
| 3Y | -2.4% | +30.0% | -32.4% | -21.8% |
| 5Y | +19.4% | +40.9% | -21.6% | -10.6% |
| All | +19.4% | +40.2% | -20.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling