+90.4%
JEPQ vs MP
+39.5%
+51.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.2% |
| 7D | +1.4% | +3.0% | -1.6% | +1.2% |
| 30D | +1.3% | +8.3% | -7.0% | +0.5% |
| 3M | +3.8% | -3.8% | +7.7% | +3.7% |
| 6M | +12.2% | -4.9% | +17.1% | +11.5% |
| YTD | +11.6% | +9.6% | +2.0% | +9.1% |
| 1Y | +19.9% | -11.7% | +31.6% | +18.2% |
| 3Y | +71.9% | +158.5% | -86.6% | +44.1% |
| All | +90.4% | +39.5% | +51.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling