+1,346.4%
MU vs JEPI
+40.2%
+1,306.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.9% |
| 7D | +7.5% | -1.1% | +8.6% | +9.8% |
| 30D | +19.4% | -1.3% | +20.6% | +22.1% |
| 3M | +9.8% | +3.3% | +6.5% | +2.8% |
| 6M | +164.1% | +1.0% | +163.1% | +157.1% |
| YTD | +260.3% | +4.2% | +256.1% | +230.4% |
| 1Y | +661.2% | +7.9% | +653.2% | +554.0% |
| 3Y | +1,380.8% | +30.0% | +1,350.8% | +852.8% |
| 5Y | +1,346.4% | +40.9% | +1,305.5% | +749.7% |
| All | +1,346.4% | +40.2% | +1,306.1% | +749.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling