+141.1%
MRK vs JEPI
+92.4%
+48.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -5.0% | -2.0% | -3.0% | -3.4% |
| 30D | +11.0% | -2.0% | +13.0% | +12.8% |
| 3M | +22.4% | +3.8% | +18.6% | +19.0% |
| 6M | +25.4% | +0.8% | +24.6% | +24.7% |
| YTD | +39.5% | +3.7% | +35.8% | +35.8% |
| 1Y | +78.0% | +7.1% | +70.9% | +69.4% |
| 3Y | +45.5% | +29.4% | +16.2% | +20.1% |
| 5Y | +130.3% | +40.8% | +89.5% | +76.7% |
| All | +141.1% | +92.4% | +48.6% | +23.1% |
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