+60.9%
JEPQ vs MP
+140.3%
-79.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.6% | -3.4% | +2.8% |
| 7D | -0.2% | -1.6% | +1.3% | -0.2% |
| 30D | -8.2% | -18.2% | +10.0% | -7.1% |
| 3M | -4.1% | -26.1% | +22.0% | -2.5% |
| 6M | -0.8% | -44.0% | +43.2% | +2.1% |
| YTD | +5.5% | -25.3% | +30.8% | +6.4% |
| 1Y | +8.4% | -35.6% | +43.9% | +10.0% |
| 3Y | +60.9% | +147.1% | -86.2% | +45.1% |
| All | +60.9% | +140.3% | -79.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling