+22.1%
MTZ vs JEPI
+7.0%
+15.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.8% |
| 7D | 0.0% | -2.0% | +2.0% | +3.1% |
| 30D | -14.8% | -2.0% | -12.8% | -12.3% |
| 3M | -30.8% | +3.8% | -34.6% | -35.9% |
| 6M | -22.6% | +0.8% | -23.5% | -24.1% |
| YTD | +6.8% | +3.7% | +3.1% | -1.7% |
| 1Y | +22.1% | +7.1% | +15.0% | +5.9% |
| All | +22.1% | +7.0% | +15.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling