+166.4%
MTZ vs JEPI
+29.8%
+136.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.1% |
| 7D | +2.3% | -1.1% | +3.4% | +4.4% |
| 30D | -10.3% | -1.3% | -9.0% | -8.3% |
| 3M | -31.8% | +3.3% | -35.2% | -36.4% |
| 6M | -19.2% | +1.0% | -20.2% | -21.1% |
| YTD | +10.7% | +4.2% | +6.5% | +1.5% |
| 1Y | +37.5% | +7.9% | +29.6% | +18.1% |
| All | +166.4% | +29.8% | +136.6% | +70.0% |
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