+980.2%
MU vs JEPQ
+85.8%
+894.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -0.2% |
| 7D | +12.8% | +3.4% | +9.4% | +5.3% |
| 30D | -14.9% | -5.6% | -9.3% | -1.3% |
| 3M | -18.0% | -4.2% | -13.9% | -7.5% |
| 6M | -3.1% | -0.2% | -2.9% | +5.5% |
| YTD | +172.9% | +6.7% | +166.2% | +166.1% |
| 1Y | +228.8% | +9.5% | +219.4% | +209.1% |
| 3Y | +950.8% | +60.5% | +890.3% | +471.6% |
| All | +980.2% | +85.8% | +894.4% | +411.4% |
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