+110.4%
MNST vs JEPQ
+87.7%
+22.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -4.7% | +5.7% | -10.4% | -6.9% |
| 30D | +5.2% | -5.9% | +11.1% | +7.7% |
| 3M | -0.9% | -2.5% | +1.6% | -0.2% |
| 6M | +6.1% | +1.3% | +4.9% | +4.6% |
| YTD | +18.9% | +7.8% | +11.0% | +13.6% |
| 1Y | +29.3% | +8.8% | +20.6% | +22.9% |
| 3Y | +64.9% | +62.3% | +2.6% | +20.8% |
| All | +110.4% | +87.7% | +22.6% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling