+43.2%
MCO vs JEPI
+30.1%
+13.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.5% |
| 7D | -3.8% | -1.0% | -2.8% | -2.2% |
| 30D | -0.4% | -1.4% | +1.0% | +1.9% |
| 3M | +7.7% | +3.5% | +4.2% | +2.3% |
| 6M | +7.0% | +1.9% | +5.1% | +4.0% |
| YTD | -6.4% | +4.4% | -10.8% | -12.5% |
| 1Y | -7.6% | +7.2% | -14.8% | -17.2% |
| 3Y | +43.2% | +29.8% | +13.5% | -3.2% |
| All | +43.2% | +30.1% | +13.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling