+71.6%
MMM vs JEPI
+95.7%
-24.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | -3.3% | -0.3% | -3.0% | -2.9% |
| 30D | -7.0% | +0.1% | -7.2% | -7.2% |
| 3M | +10.8% | +4.8% | +6.1% | +4.1% |
| 6M | +5.8% | +1.0% | +4.8% | +4.6% |
| YTD | +6.8% | +5.5% | +1.3% | -0.3% |
| 1Y | +10.4% | +9.2% | +1.2% | -1.4% |
| 3Y | +104.7% | +31.2% | +73.5% | +47.5% |
| 5Y | +23.6% | +41.4% | -17.8% | -17.7% |
| All | +71.6% | +95.7% | -24.1% | -27.4% |
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