+229.2%
MXL vs JEPI
+30.1%
+199.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +5.9% |
| 7D | +18.9% | -1.0% | +19.9% | +21.7% |
| 30D | +0.3% | -1.4% | +1.7% | +3.7% |
| 3M | -8.0% | +3.5% | -11.6% | -17.3% |
| 6M | +341.2% | +1.9% | +339.3% | +311.9% |
| YTD | +327.8% | +4.4% | +323.4% | +274.4% |
| 1Y | +364.9% | +7.2% | +357.7% | +281.3% |
| 3Y | +229.2% | +29.8% | +199.5% | +66.5% |
| All | +229.2% | +30.1% | +199.2% | +66.5% |
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