+357.8%
MXL vs JEPI
+93.8%
+264.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +6.0% |
| 7D | +18.9% | -1.0% | +19.9% | +21.5% |
| 30D | +0.3% | -1.4% | +1.7% | +3.5% |
| 3M | -8.0% | +3.5% | -11.6% | -16.4% |
| 6M | +341.2% | +1.9% | +339.3% | +314.7% |
| YTD | +327.8% | +4.4% | +323.4% | +280.8% |
| 1Y | +364.9% | +7.2% | +357.7% | +292.0% |
| 3Y | +229.2% | +29.8% | +199.5% | +90.4% |
| 5Y | +42.8% | +41.7% | +1.0% | -28.3% |
| All | +357.8% | +93.8% | +264.0% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling