+267.1%
MTZ vs JEPI
+35.8%
+231.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.6% |
| 7D | -8.7% | +0.6% | -9.3% | -10.1% |
| 30D | -15.0% | +1.6% | -16.5% | -17.9% |
| 3M | -32.6% | +1.3% | -33.9% | -34.7% |
| 6M | -56.3% | +6.5% | -62.8% | -61.8% |
| YTD | -16.8% | +6.9% | -23.8% | -27.9% |
| 1Y | -10.0% | +9.4% | -19.5% | -25.5% |
| 3Y | +267.1% | +35.0% | +232.1% | +75.1% |
| All | +267.1% | +35.8% | +231.3% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling