+8.4%
JEPQ vs MTZ
-14.7%
+23.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.4% | +16.3% | +2.9% |
| 7D | -4.9% | -7.4% | +2.5% | -4.4% |
| 30D | -6.7% | -23.6% | +16.9% | -3.5% |
| 3M | -3.0% | -38.3% | +35.3% | +3.4% |
| 6M | +1.4% | -60.6% | +62.0% | +15.6% |
| YTD | +6.5% | -22.9% | +29.3% | +3.7% |
| 1Y | +8.4% | -14.3% | +22.7% | +0.9% |
| All | +8.4% | -14.7% | +23.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling