+89.6%
MRK vs JEPQ
+94.0%
-4.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +12.7% | +1.3% | +11.4% | +12.5% |
| 3M | +24.2% | +4.7% | +19.6% | +23.1% |
| 6M | +27.8% | +10.6% | +17.2% | +25.3% |
| YTD | +42.2% | +11.4% | +30.8% | +39.1% |
| 1Y | +80.2% | +19.4% | +60.8% | +73.7% |
| 3Y | +48.4% | +71.7% | -23.3% | +31.6% |
| All | +89.6% | +94.0% | -4.4% | +60.3% |
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