+529.5%
MCK vs JEPI
+93.8%
+435.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.5% |
| 7D | -2.9% | -1.0% | -1.9% | -2.2% |
| 30D | +0.4% | -1.4% | +1.8% | +1.6% |
| 3M | +12.1% | +3.5% | +8.6% | +9.1% |
| 6M | -5.4% | +1.9% | -7.4% | -6.8% |
| YTD | +7.8% | +4.4% | +3.4% | +4.1% |
| 1Y | +22.9% | +7.2% | +15.8% | +16.3% |
| 3Y | +110.7% | +29.8% | +81.0% | +66.2% |
| 5Y | +346.2% | +41.7% | +304.4% | +218.2% |
| All | +529.5% | +93.8% | +435.7% | +154.1% |
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