+731.9%
MRVL vs JEPI
+93.8%
+638.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +2.4% |
| 7D | +5.6% | -1.0% | +6.6% | +8.2% |
| 30D | +8.8% | -1.4% | +10.2% | +12.3% |
| 3M | -15.9% | +3.5% | -19.4% | -23.4% |
| 6M | +161.3% | +1.9% | +159.3% | +148.6% |
| YTD | +178.2% | +4.4% | +173.8% | +148.9% |
| 1Y | +255.3% | +7.2% | +248.1% | +198.8% |
| 3Y | +323.1% | +29.8% | +293.3% | +136.7% |
| 5Y | +293.2% | +41.7% | +251.5% | +91.8% |
| All | +731.9% | +93.8% | +638.2% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling