-23.5%
MDB vs JEPI
+39.8%
-63.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.4% |
| 7D | -2.8% | -2.0% | -0.7% | +1.8% |
| 30D | -14.9% | -2.0% | -12.9% | -11.1% |
| 3M | +7.3% | +3.8% | +3.6% | -1.5% |
| 6M | +38.2% | +0.8% | +37.4% | +34.4% |
| YTD | -10.9% | +3.7% | -14.6% | -18.2% |
| 1Y | +11.6% | +7.1% | +4.5% | -5.1% |
| 3Y | -0.9% | +29.4% | -30.3% | -45.5% |
| 5Y | -23.5% | +40.8% | -64.3% | -63.5% |
| All | -23.5% | +39.8% | -63.4% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling