-15.1%
MP vs JEPI
+40.5%
-55.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.8% |
| 7D | -10.5% | -2.0% | -8.5% | -7.2% |
| 30D | -23.5% | 0.0% | -23.5% | -23.6% |
| 3M | -25.4% | -0.8% | -24.7% | -24.2% |
| 6M | -51.3% | +3.2% | -54.5% | -54.3% |
| YTD | -29.9% | +4.7% | -34.6% | -35.8% |
| 1Y | -31.8% | +8.0% | -39.8% | -41.1% |
| 3Y | +127.0% | +32.3% | +94.7% | +28.9% |
| All | -15.1% | +40.5% | -55.6% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling