+694.3%
MRVL vs JEPI
+94.5%
+599.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +2.3% |
| 7D | +7.1% | -0.2% | +7.4% | +7.6% |
| 30D | +3.1% | -0.6% | +3.7% | +4.3% |
| 3M | -21.9% | +4.8% | -26.7% | -30.9% |
| 6M | +151.8% | +2.1% | +149.7% | +138.8% |
| YTD | +165.6% | +4.8% | +160.8% | +135.5% |
| 1Y | +242.3% | +8.4% | +233.8% | +179.7% |
| 3Y | +308.2% | +30.8% | +277.4% | +124.0% |
| 5Y | +280.4% | +41.0% | +239.4% | +87.0% |
| All | +694.3% | +94.5% | +599.7% | +117.2% |
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