+90.2%
JEPQ vs MP
+36.8%
+53.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.1% |
| 30D | +1.3% | -0.7% | +2.0% | +1.3% |
| 3M | +4.7% | 0.0% | +4.7% | +4.3% |
| 6M | +10.6% | -10.0% | +20.6% | +10.5% |
| YTD | +11.4% | +7.5% | +4.0% | +9.2% |
| 1Y | +19.4% | -14.0% | +33.4% | +18.0% |
| 3Y | +71.7% | +153.5% | -81.8% | +44.2% |
| All | +90.2% | +36.8% | +53.4% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling