+45.8%
MDLZ vs JEPI
+95.7%
-49.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -2.1% | +0.1% | -2.3% | -2.2% |
| 3M | +1.3% | +4.8% | -3.4% | -2.7% |
| 6M | +6.2% | +1.0% | +5.2% | +5.3% |
| YTD | +15.8% | +5.5% | +10.3% | +10.5% |
| 1Y | +4.1% | +9.2% | -5.1% | -3.6% |
| 3Y | -4.1% | +31.2% | -35.3% | -26.5% |
| 5Y | +13.4% | +41.4% | -28.0% | -19.6% |
| All | +45.8% | +95.7% | -49.9% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling