+97.9%
MMM vs JEPQ
+70.7%
+27.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | -2.6% | +1.1% | -3.6% | -3.3% |
| 30D | -9.3% | +1.3% | -10.6% | -10.2% |
| 3M | +5.6% | +4.7% | +0.9% | +1.9% |
| 6M | +9.5% | +10.6% | -1.2% | +1.1% |
| YTD | +4.1% | +11.4% | -7.3% | -4.5% |
| 1Y | +9.4% | +19.4% | -10.0% | -5.2% |
| All | +97.9% | +70.7% | +27.2% | +31.7% |
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