+264.1%
MRVL vs JEPQ
+94.2%
+169.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +7.1% | +1.4% | +5.7% | +3.3% |
| 30D | +3.1% | +1.3% | +1.7% | -0.2% |
| 3M | -21.9% | +3.8% | -25.8% | -25.8% |
| 6M | +151.8% | +12.2% | +139.7% | +103.9% |
| YTD | +165.6% | +11.6% | +154.1% | +116.6% |
| 1Y | +242.3% | +19.9% | +222.4% | +136.4% |
| 3Y | +308.2% | +71.9% | +236.3% | +36.9% |
| All | +264.1% | +94.2% | +169.9% | +6.4% |
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