+53.0%
MMM vs JEPQ
+94.3%
-41.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -3.3% | +0.7% | -4.0% | -3.8% |
| 30D | -7.0% | +2.0% | -9.0% | -8.3% |
| 3M | +10.8% | +2.0% | +8.8% | +8.9% |
| 6M | +5.8% | +10.4% | -4.6% | -2.1% |
| YTD | +6.8% | +11.6% | -4.8% | -2.1% |
| 1Y | +10.4% | +20.7% | -10.3% | -4.8% |
| 3Y | +104.7% | +70.8% | +33.9% | +36.0% |
| All | +53.0% | +94.3% | -41.3% | -8.4% |
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