+87.7%
MMM vs JEPI
+100.7%
-12.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.8% |
| 7D | -0.4% | +2.7% | -3.1% | -4.0% |
| 30D | +12.1% | +2.5% | +9.6% | +8.5% |
| 3M | +1.4% | +1.9% | -0.5% | -1.1% |
| 6M | +26.6% | +7.7% | +18.8% | +14.6% |
| YTD | +16.8% | +8.2% | +8.7% | +5.6% |
| 1Y | +10.1% | +10.4% | -0.3% | -3.2% |
| 3Y | +158.4% | +36.5% | +121.9% | +76.9% |
| 5Y | +43.1% | +44.2% | -1.1% | -7.2% |
| All | +87.7% | +100.7% | -12.9% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling