+154.3%
MP vs JEPI
+32.2%
+122.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.0% |
| 7D | -2.9% | -0.3% | -2.5% | -2.3% |
| 30D | +13.8% | +0.1% | +13.7% | +13.6% |
| 3M | -16.7% | +4.8% | -21.5% | -23.1% |
| 6M | -11.5% | +1.0% | -12.5% | -12.9% |
| YTD | +7.9% | +5.5% | +2.5% | -1.5% |
| 1Y | -15.0% | +9.2% | -24.2% | -26.9% |
| All | +154.3% | +32.2% | +122.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling