+88.7%
JEPQ vs MELI
+94.2%
-5.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -0.7% | -4.3% | +3.6% | +0.1% |
| 30D | +0.6% | -1.7% | +2.3% | +0.7% |
| 3M | +5.8% | +20.0% | -14.2% | +1.8% |
| 6M | +9.7% | +9.4% | +0.2% | +6.9% |
| YTD | +10.5% | -5.4% | +15.9% | +10.5% |
| 1Y | +18.4% | -18.8% | +37.2% | +21.4% |
| 3Y | +70.3% | +33.5% | +36.8% | +53.7% |
| All | +88.7% | +94.2% | -5.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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