+82.7%
MET vs JEPI
+41.5%
+41.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.7% |
| 7D | -0.5% | -1.0% | +0.5% | +1.0% |
| 30D | +0.5% | -1.4% | +1.9% | +2.7% |
| 3M | +11.6% | +3.5% | +8.1% | +6.0% |
| 6M | +40.8% | +1.9% | +38.9% | +37.0% |
| YTD | +25.7% | +4.4% | +21.2% | +18.0% |
| 1Y | +24.4% | +7.2% | +17.2% | +12.5% |
| 3Y | +67.5% | +29.8% | +37.7% | +18.1% |
| All | +82.7% | +41.5% | +41.2% | +14.2% |
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 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