+84.9%
MRK vs JEPQ
+94.0%
-9.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +8.3% | +0.8% | +7.5% | +8.2% |
| 3M | +20.0% | +4.0% | +16.1% | +19.1% |
| 6M | +25.7% | +10.4% | +15.3% | +23.2% |
| YTD | +38.7% | +11.4% | +27.3% | +35.7% |
| 1Y | +74.7% | +18.9% | +55.8% | +68.6% |
| 3Y | +45.4% | +70.3% | -24.9% | +29.2% |
| All | +84.9% | +94.0% | -9.1% | +56.4% |
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 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