+29.9%
MCHP vs JEPQ
+8.1%
+21.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -5.0% |
| 7D | -5.4% | -4.9% | -0.5% | +4.0% |
| 30D | -7.5% | -6.7% | -0.9% | +5.5% |
| 3M | -6.0% | -3.0% | -3.0% | -0.3% |
| 6M | -20.1% | +1.4% | -21.4% | -19.1% |
| YTD | +20.2% | +6.5% | +13.8% | +13.5% |
| 1Y | +29.9% | +8.4% | +21.5% | +20.1% |
| All | +29.9% | +8.1% | +21.8% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling