+30.1%
JEPQ vs MULL
+2,481.0%
-2,451.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | +1.4% | +14.0% | -12.5% | +0.4% |
| 30D | +1.3% | +24.8% | -23.5% | -0.7% |
| 3M | +3.8% | -16.1% | +19.9% | +1.8% |
| 6M | +12.2% | +330.9% | -318.7% | -8.0% |
| YTD | +11.6% | +545.0% | -533.4% | -13.6% |
| 1Y | +19.9% | +2,427.1% | -2,407.3% | -22.0% |
| All | +30.1% | +2,481.0% | -2,451.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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