+453.7%
MP vs JEPI
+91.5%
+362.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +2.7% |
| 7D | +3.0% | -0.2% | +3.3% | +3.4% |
| 30D | +8.3% | -0.6% | +8.9% | +9.6% |
| 3M | -3.8% | +4.8% | -8.6% | -12.0% |
| 6M | -4.9% | +2.1% | -7.0% | -8.5% |
| YTD | +9.6% | +4.8% | +4.8% | +0.4% |
| 1Y | -11.7% | +8.4% | -20.2% | -24.0% |
| 3Y | +158.5% | +30.8% | +127.7% | +56.6% |
| 5Y | +68.9% | +41.0% | +27.9% | -8.3% |
| All | +453.7% | +91.5% | +362.2% | +106.4% |
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 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