+20.7%
JEPQ vs MXL
+316.6%
-295.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | 0.0% |
| 7D | +0.7% | +1.6% | -1.0% | +0.6% |
| 30D | +2.0% | -7.0% | +9.0% | +2.2% |
| 3M | +2.0% | -33.4% | +35.4% | +3.0% |
| 6M | +10.4% | +260.2% | -249.8% | -2.0% |
| YTD | +11.6% | +260.0% | -248.4% | -1.4% |
| 1Y | +20.7% | +303.5% | -282.8% | +4.0% |
| All | +20.7% | +316.6% | -295.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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