+15.8%
MDT vs JEPI
+93.4%
-77.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | +0.1% |
| 7D | -0.3% | -1.1% | +0.8% | +0.9% |
| 30D | +2.8% | -1.3% | +4.0% | +4.2% |
| 3M | +13.1% | +3.3% | +9.8% | +9.4% |
| 6M | +2.3% | +1.0% | +1.3% | +1.5% |
| YTD | -2.7% | +4.2% | -6.9% | -6.8% |
| 1Y | +0.9% | +7.9% | -7.1% | -6.8% |
| 3Y | +26.8% | +30.0% | -3.2% | -5.0% |
| 5Y | -19.5% | +40.9% | -60.4% | -45.0% |
| All | +15.8% | +93.4% | -77.7% | -53.8% |
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 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