+97.2%
MCO vs JEPI
+93.8%
+3.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +7.7% | +3.5% | +4.2% | +2.1% |
| 6M | +7.0% | +1.9% | +5.1% | +3.8% |
| YTD | -6.4% | +4.4% | -10.8% | -12.7% |
| 1Y | -7.6% | +7.2% | -14.8% | -17.4% |
| 3Y | +43.2% | +29.8% | +13.5% | -4.8% |
| 5Y | +29.6% | +41.7% | -12.2% | -24.0% |
| All | +97.2% | +93.8% | +3.5% | -32.5% |
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