+48.6%
MDLZ vs JEPI
+93.8%
-45.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.6% |
| 7D | +1.9% | -1.0% | +2.9% | +2.8% |
| 30D | +0.4% | -1.4% | +1.8% | +1.7% |
| 3M | -0.6% | +3.5% | -4.2% | -3.6% |
| 6M | +14.7% | +1.9% | +12.8% | +12.8% |
| YTD | +18.0% | +4.4% | +13.5% | +13.5% |
| 1Y | +4.1% | +7.2% | -3.1% | -2.1% |
| 3Y | -4.6% | +29.8% | -34.3% | -26.2% |
| 5Y | +18.4% | +41.7% | -23.4% | -16.8% |
| All | +48.6% | +93.8% | -45.2% | -34.2% |
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