+163.8%
MPWR vs JEPQ
+94.3%
+69.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.1% |
| 7D | -2.6% | +0.7% | -3.3% | -4.1% |
| 30D | -9.0% | +2.0% | -11.0% | -13.0% |
| 3M | -25.8% | +2.0% | -27.8% | -27.9% |
| 6M | +11.8% | +10.4% | +1.4% | -8.6% |
| YTD | +35.5% | +11.6% | +23.9% | +8.4% |
| 1Y | +45.3% | +20.7% | +24.6% | -2.0% |
| 3Y | +138.5% | +70.8% | +67.6% | -17.8% |
| All | +163.8% | +94.3% | +69.6% | -19.8% |
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