+445.3%
MP vs JEPI
+92.7%
+352.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.1% |
| 7D | -2.9% | -0.3% | -2.5% | -2.2% |
| 30D | +13.8% | +0.1% | +13.7% | +13.6% |
| 3M | -16.7% | +4.8% | -21.5% | -23.7% |
| 6M | -11.5% | +1.0% | -12.5% | -13.0% |
| YTD | +7.9% | +5.5% | +2.5% | -2.2% |
| 1Y | -15.0% | +9.2% | -24.2% | -27.8% |
| 3Y | +153.5% | +31.2% | +122.3% | +52.8% |
| 5Y | +58.7% | +41.4% | +17.3% | -14.4% |
| All | +445.3% | +92.7% | +352.6% | +101.1% |
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