-35.6%
MARA vs JEPQ
+92.4%
-128.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -1.8% |
| 7D | -1.5% | -0.7% | -0.8% | +0.5% |
| 30D | +18.1% | +0.6% | +17.5% | +16.7% |
| 3M | -9.4% | +5.8% | -15.2% | -22.1% |
| 6M | +33.4% | +9.7% | +23.7% | +4.9% |
| YTD | +27.3% | +10.5% | +16.7% | +0.2% |
| 1Y | -27.9% | +18.4% | -46.3% | -52.6% |
| 3Y | +4.8% | +70.3% | -65.6% | -76.7% |
| All | -35.6% | +92.4% | -128.1% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling