+90.2%
JEPQ vs MRSH
+19.1%
+71.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.2% | -4.8% | +4.6% | +0.9% |
| 30D | +0.8% | -6.3% | +7.1% | +2.2% |
| 3M | +4.0% | +5.8% | -1.8% | +1.8% |
| 6M | +10.4% | +2.8% | +7.6% | +8.7% |
| YTD | +11.4% | -3.1% | +14.6% | +11.5% |
| 1Y | +18.9% | -11.3% | +30.2% | +22.9% |
| 3Y | +70.3% | -5.0% | +75.3% | +66.4% |
| All | +90.2% | +19.1% | +71.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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