+287.6%
MP vs JEPI
+97.6%
+190.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | +9.5% | +2.7% | +6.7% | +4.3% |
| 30D | -3.0% | +2.5% | -5.5% | -7.3% |
| 3M | -30.4% | +1.9% | -32.3% | -32.7% |
| 6M | -39.2% | +7.7% | -46.9% | -47.1% |
| YTD | -23.3% | +8.2% | -31.4% | -33.5% |
| 1Y | -32.6% | +10.4% | -43.0% | -43.7% |
| 3Y | +159.3% | +36.5% | +122.8% | +44.9% |
| 5Y | -16.4% | +44.2% | -60.6% | -56.7% |
| All | +287.6% | +97.6% | +190.0% | +36.7% |
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