+82.2%
JEPQ vs MLM
+41.8%
+40.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +3.4% | -0.9% | +4.3% | +3.7% |
| 30D | -5.6% | +9.0% | -14.6% | -8.2% |
| 3M | -4.2% | -5.6% | +1.4% | -2.6% |
| 6M | -0.2% | -10.7% | +10.5% | +2.6% |
| YTD | +6.7% | -17.2% | +23.9% | +11.7% |
| 1Y | +9.5% | -14.2% | +23.7% | +13.1% |
| 3Y | +60.5% | +15.6% | +44.9% | +43.7% |
| All | +82.2% | +41.8% | +40.4% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling