-9.7%
MDB vs JEPI
+30.6%
-40.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -2.3% |
| 7D | -18.0% | -0.2% | -17.8% | -17.7% |
| 30D | -10.7% | -0.6% | -10.1% | -9.8% |
| 3M | +1.0% | +4.8% | -3.8% | -7.8% |
| 6M | +31.6% | +2.1% | +29.5% | +25.9% |
| YTD | -15.2% | +4.8% | -20.0% | -22.4% |
| 1Y | +10.1% | +8.4% | +1.7% | -6.0% |
| All | -9.7% | +30.6% | -40.3% | -42.0% |
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