+72.1%
JEPQ vs MLM
+20.2%
+51.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +0.7% | -2.9% | +3.6% | +1.4% |
| 30D | +2.0% | -6.8% | +8.8% | +3.7% |
| 3M | +2.0% | -11.2% | +13.2% | +4.6% |
| 6M | +10.4% | -21.8% | +32.2% | +17.3% |
| YTD | +11.6% | -17.0% | +28.6% | +15.8% |
| 1Y | +20.7% | -16.4% | +37.1% | +24.7% |
| All | +72.1% | +20.2% | +51.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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