+278.0%
MRVL vs JEPI
+39.8%
+238.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.2% |
| 7D | +8.7% | -2.0% | +10.7% | +14.2% |
| 30D | +6.9% | -2.0% | +8.9% | +12.2% |
| 3M | -10.1% | +3.8% | -13.9% | -18.8% |
| 6M | +143.4% | +0.8% | +142.6% | +137.4% |
| YTD | +167.5% | +3.7% | +163.7% | +142.0% |
| 1Y | +239.0% | +7.1% | +231.8% | +182.9% |
| 3Y | +311.0% | +29.4% | +281.6% | +123.8% |
| 5Y | +278.0% | +40.8% | +237.2% | +81.8% |
| All | +278.0% | +39.8% | +238.1% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling