+88.7%
JEPQ vs MXL
+34.4%
+54.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.5% |
| 7D | -0.7% | +16.6% | -17.3% | -2.2% |
| 30D | +0.6% | +0.5% | +0.1% | +0.1% |
| 3M | +5.8% | -3.6% | +9.4% | +4.1% |
| 6M | +9.7% | +328.0% | -318.4% | -13.1% |
| YTD | +10.5% | +297.8% | -287.3% | -11.9% |
| 1Y | +18.4% | +339.4% | -321.0% | -7.6% |
| 3Y | +70.3% | +201.7% | -131.4% | +29.3% |
| All | +88.7% | +34.4% | +54.3% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling