+80.2%
JEPQ vs MLM
+46.6%
+33.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +2.5% |
| 7D | -0.2% | -3.8% | +3.6% | +1.0% |
| 30D | -8.2% | +11.0% | -19.2% | -11.2% |
| 3M | -4.1% | -3.1% | -1.1% | -3.4% |
| 6M | -0.8% | -9.8% | +9.0% | +1.7% |
| YTD | +5.5% | -14.4% | +19.9% | +9.4% |
| 1Y | +8.4% | -12.6% | +20.9% | +11.4% |
| 3Y | +60.9% | +19.7% | +41.1% | +42.4% |
| All | +80.2% | +46.6% | +33.6% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling