+72.1%
MCD vs JEPI
+101.0%
-28.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -4.0% |
| 30D | +16.0% | +2.6% | +13.5% | +13.5% |
| 3M | 0.0% | +2.2% | -2.3% | -1.9% |
| 6M | +0.9% | +7.6% | -6.6% | -5.1% |
| YTD | -8.7% | +8.3% | -17.0% | -14.6% |
| 1Y | -8.6% | +9.7% | -18.3% | -15.4% |
| 3Y | +9.9% | +36.7% | -26.8% | -17.0% |
| 5Y | +22.6% | +44.4% | -21.8% | -11.9% |
| All | +72.1% | +101.0% | -28.8% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling