+121.7%
MPC vs JEPI
+7.8%
+113.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.3% |
| 7D | +3.2% | -1.1% | +4.4% | +3.0% |
| 30D | +25.0% | -1.3% | +26.3% | +24.7% |
| 3M | +55.2% | +3.3% | +51.8% | +55.8% |
| 6M | +86.4% | +1.0% | +85.4% | +90.5% |
| YTD | +148.5% | +4.2% | +144.2% | +146.7% |
| 1Y | +121.7% | +7.9% | +113.8% | +112.7% |
| All | +121.7% | +7.8% | +113.9% | +112.7% |
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