+19.0%
MARA vs JEPQ
+70.7%
-51.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +2.7% |
| 7D | +5.9% | -0.2% | +6.1% | +6.5% |
| 30D | +24.3% | +0.8% | +23.5% | +22.5% |
| 3M | -12.0% | +4.0% | -15.9% | -19.2% |
| 6M | +40.1% | +10.4% | +29.7% | +12.7% |
| YTD | +33.4% | +11.4% | +22.0% | +7.2% |
| 1Y | -23.7% | +18.9% | -42.7% | -46.5% |
| 3Y | +19.0% | +70.3% | -51.3% | -60.2% |
| All | +19.0% | +70.7% | -51.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 3y: compounded portfolio wealth divided by compounded JEPQ 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…
3y analysis · Full analysis span regression · 6 months rolling