+101.7%
MPC vs JEPI
+9.7%
+92.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | +0.6% | -9.4% | -8.5% |
| 30D | -14.4% | +1.6% | -16.0% | -13.7% |
| 3M | +21.9% | +1.3% | +20.6% | +22.9% |
| 6M | +60.1% | +6.5% | +53.7% | +63.9% |
| YTD | +142.3% | +6.9% | +135.4% | +144.6% |
| 1Y | +101.7% | +9.4% | +92.3% | +99.5% |
| All | +101.7% | +9.7% | +92.0% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling