+90.5%
JEPQ vs MP
+37.4%
+53.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +0.7% | -2.9% | +3.5% | +0.9% |
| 30D | +2.0% | +13.8% | -11.8% | +0.7% |
| 3M | +2.0% | -16.7% | +18.7% | +3.1% |
| 6M | +10.4% | -11.5% | +21.9% | +10.4% |
| YTD | +11.6% | +7.9% | +3.7% | +9.3% |
| 1Y | +20.7% | -15.0% | +35.7% | +19.4% |
| 3Y | +70.8% | +153.5% | -82.7% | +43.5% |
| All | +90.5% | +37.4% | +53.1% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling