+248.1%
MET vs JEPI
+94.5%
+153.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.3% |
| 7D | +1.1% | -0.2% | +1.4% | +1.5% |
| 30D | -2.3% | -0.6% | -1.7% | -1.4% |
| 3M | +13.9% | +4.8% | +9.1% | +6.2% |
| 6M | +34.8% | +2.1% | +32.7% | +30.8% |
| YTD | +23.5% | +4.8% | +18.7% | +15.2% |
| 1Y | +23.4% | +8.4% | +15.0% | +9.5% |
| 3Y | +64.9% | +30.8% | +34.1% | +13.6% |
| 5Y | +82.0% | +41.0% | +41.1% | +13.5% |
| All | +248.1% | +94.5% | +153.6% | +15.1% |
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 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