+17.6%
MDLZ vs JEPI
+40.2%
-22.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.7% |
| 7D | 0.0% | -1.1% | +1.1% | +0.8% |
| 30D | +1.4% | -1.3% | +2.7% | +2.5% |
| 3M | 0.0% | +3.3% | -3.3% | -2.6% |
| 6M | +9.1% | +1.0% | +8.1% | +8.3% |
| YTD | +17.9% | +4.2% | +13.7% | +14.1% |
| 1Y | +3.2% | +7.9% | -4.7% | -2.9% |
| 3Y | -2.5% | +30.0% | -32.5% | -23.1% |
| 5Y | +17.6% | +40.9% | -23.3% | -14.1% |
| All | +17.6% | +40.2% | -22.7% | -14.1% |
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 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