+165.7%
MPC vs JEPI
+31.7%
+134.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +5.4% | -0.3% | +5.8% | +5.8% |
| 30D | +31.0% | +0.1% | +30.8% | +30.8% |
| 3M | +46.0% | +4.8% | +41.3% | +38.7% |
| 6M | +77.3% | +1.0% | +76.3% | +75.4% |
| YTD | +141.9% | +5.5% | +136.4% | +126.2% |
| 1Y | +120.9% | +9.2% | +111.7% | +97.2% |
| All | +165.7% | +31.7% | +134.0% | +89.5% |
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 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