+532.5%
MPWR vs JEPI
+95.7%
+436.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.7% |
| 7D | -2.6% | -0.3% | -2.2% | -1.8% |
| 30D | -9.0% | +0.1% | -9.2% | -9.5% |
| 3M | -25.8% | +4.8% | -30.6% | -34.0% |
| 6M | +11.8% | +1.0% | +10.7% | +9.2% |
| YTD | +35.5% | +5.5% | +30.0% | +19.5% |
| 1Y | +45.3% | +9.2% | +36.1% | +18.2% |
| 3Y | +138.5% | +31.2% | +107.3% | +34.0% |
| 5Y | +152.8% | +41.4% | +111.4% | +26.6% |
| All | +532.5% | +95.7% | +436.8% | +61.3% |
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