+60.0%
MDB vs JEPI
+100.7%
-40.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +6.8% | +2.7% | +4.1% | +1.4% |
| 30D | -6.2% | +2.5% | -8.7% | -10.6% |
| 3M | -29.2% | +1.9% | -31.2% | -31.8% |
| 6M | +10.3% | +7.7% | +2.6% | -5.0% |
| YTD | -20.4% | +8.2% | -28.5% | -31.8% |
| 1Y | -4.8% | +10.4% | -15.2% | -21.9% |
| 3Y | -11.6% | +36.5% | -48.1% | -52.1% |
| 5Y | -41.0% | +44.2% | -85.2% | -70.2% |
| All | +60.0% | +100.7% | -40.7% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling