+541.4%
MTZ vs JEPI
+95.7%
+445.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.7% |
| 7D | -1.6% | -0.3% | -1.2% | -1.0% |
| 30D | -11.1% | +0.1% | -11.2% | -11.4% |
| 3M | -36.7% | +4.8% | -41.5% | -41.7% |
| 6M | -21.9% | +1.0% | -22.9% | -23.4% |
| YTD | +9.1% | +5.5% | +3.6% | -0.6% |
| 1Y | +30.0% | +9.2% | +20.8% | +12.0% |
| 3Y | +138.5% | +31.2% | +107.3% | +56.9% |
| 5Y | +158.3% | +41.4% | +117.0% | +52.0% |
| All | +541.4% | +95.7% | +445.7% | +83.6% |
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