+90.2%
JEPQ vs MTZ
+224.2%
-134.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.1% |
| 7D | -0.2% | +1.4% | -1.5% | -0.4% |
| 30D | +0.8% | -14.5% | +15.3% | +3.6% |
| 3M | +4.0% | -32.9% | +36.9% | +10.9% |
| 6M | +10.4% | -20.8% | +31.2% | +13.3% |
| YTD | +11.4% | +10.6% | +0.8% | +6.6% |
| 1Y | +18.9% | +27.1% | -8.2% | +10.3% |
| 3Y | +70.3% | +166.1% | -95.9% | +36.7% |
| All | +90.2% | +224.2% | -134.0% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling