-3.0%
MDLN vs JEPI
+4.1%
-7.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +4.0% |
| 7D | +24.2% | -2.7% | +26.9% | +29.5% |
| 30D | +11.8% | -0.3% | +12.1% | +12.3% |
| 3M | +8.4% | -1.3% | +9.8% | +10.9% |
| 6M | -12.3% | +2.5% | -14.8% | -14.8% |
| YTD | -5.3% | +4.0% | -9.3% | -8.0% |
| All | -3.0% | +4.1% | -7.2% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling