+90.5%
JEPQ vs MLM
+42.1%
+48.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.7% | -2.9% | +3.6% | +1.6% |
| 30D | +2.0% | -6.8% | +8.8% | +4.2% |
| 3M | +2.0% | -11.2% | +13.2% | +5.3% |
| 6M | +10.4% | -21.8% | +32.2% | +18.9% |
| YTD | +11.6% | -17.0% | +28.6% | +16.9% |
| 1Y | +20.7% | -16.4% | +37.1% | +25.8% |
| 3Y | +70.8% | +14.5% | +56.3% | +53.5% |
| All | +90.5% | +42.1% | +48.4% | +54.8% |
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