-18.2%
MDT vs JEPI
+41.5%
-59.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.4% |
| 7D | -3.4% | -1.0% | -2.4% | -2.4% |
| 30D | +0.2% | -1.4% | +1.6% | +1.7% |
| 3M | +14.3% | +3.5% | +10.7% | +10.5% |
| 6M | +4.0% | +1.9% | +2.1% | +2.2% |
| YTD | -3.7% | +4.4% | -8.1% | -7.6% |
| 1Y | -0.4% | +7.2% | -7.5% | -6.8% |
| 3Y | +23.3% | +29.8% | -6.4% | -5.0% |
| All | -18.2% | +41.5% | -59.7% | -42.8% |
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