+166.0%
MTUM vs JEPI
+93.8%
+72.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.3% |
| 7D | +0.7% | -1.0% | +1.7% | +2.1% |
| 30D | -2.4% | -1.4% | -1.0% | -0.5% |
| 3M | -3.6% | +3.5% | -7.2% | -8.4% |
| 6M | +23.7% | +1.9% | +21.7% | +20.2% |
| YTD | +22.9% | +4.4% | +18.5% | +15.5% |
| 1Y | +21.8% | +7.2% | +14.6% | +10.3% |
| 3Y | +114.4% | +29.8% | +84.7% | +50.2% |
| 5Y | +79.6% | +41.7% | +37.8% | +12.6% |
| All | +166.0% | +93.8% | +72.2% | +2.5% |
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