+550.1%
MTZ vs JEPI
+93.8%
+456.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +2.4% |
| 7D | +1.4% | -1.0% | +2.4% | +3.1% |
| 30D | -14.5% | -1.4% | -13.1% | -12.5% |
| 3M | -32.9% | +3.5% | -36.5% | -37.1% |
| 6M | -20.8% | +1.9% | -22.8% | -23.6% |
| YTD | +10.6% | +4.4% | +6.2% | +2.4% |
| 1Y | +27.1% | +7.2% | +19.9% | +13.0% |
| 3Y | +166.1% | +29.8% | +136.4% | +78.3% |
| 5Y | +170.7% | +41.7% | +128.9% | +58.3% |
| All | +550.1% | +93.8% | +456.3% | +89.3% |
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