+1,196.2%
MPC vs JEPI
+98.4%
+1,097.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -8.8% | +0.6% | -9.4% | -9.6% |
| 30D | -14.4% | +1.6% | -16.0% | -16.1% |
| 3M | +21.9% | +1.3% | +20.6% | +19.7% |
| 6M | +60.1% | +6.5% | +53.7% | +47.5% |
| YTD | +142.3% | +6.9% | +135.4% | +120.4% |
| 1Y | +101.7% | +9.4% | +92.3% | +77.8% |
| 3Y | +184.8% | +35.0% | +149.8% | +91.5% |
| 5Y | +564.6% | +43.2% | +521.4% | +311.3% |
| All | +1,196.2% | +98.4% | +1,097.7% | +246.5% |
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 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