+8.4%
JEPQ vs MP
-35.7%
+44.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | +1.5% |
| 7D | -4.9% | -12.5% | +7.6% | -3.5% |
| 30D | -6.7% | -23.3% | +16.7% | -4.1% |
| 3M | -3.0% | -24.4% | +21.3% | -0.5% |
| 6M | +1.4% | -45.8% | +47.1% | +6.5% |
| YTD | +6.5% | -28.9% | +35.4% | +7.4% |
| 1Y | +8.4% | -34.6% | +43.0% | +9.9% |
| All | +8.4% | -35.7% | +44.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling