+1,197.3%
MPC vs JEPI
+98.2%
+1,099.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +2.2% |
| 7D | -9.4% | +0.3% | -9.8% | -9.9% |
| 30D | -14.3% | +1.4% | -15.8% | -15.9% |
| 3M | +31.1% | +1.3% | +29.8% | +28.7% |
| 6M | +60.3% | +6.3% | +53.9% | +47.9% |
| YTD | +142.5% | +6.8% | +135.7% | +120.9% |
| 1Y | +104.6% | +9.8% | +94.8% | +79.5% |
| 3Y | +191.7% | +36.0% | +155.7% | +94.2% |
| 5Y | +549.2% | +43.4% | +505.8% | +300.6% |
| All | +1,197.3% | +98.2% | +1,099.1% | +247.3% |
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