+1,311.3%
MU vs JEPQ
+69.3%
+1,242.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -2.8% |
| 7D | +2.0% | -0.7% | +2.7% | +3.9% |
| 30D | +12.5% | +0.6% | +12.0% | +11.4% |
| 3M | +9.6% | +5.8% | +3.8% | -0.5% |
| 6M | +142.6% | +9.7% | +133.0% | +108.4% |
| YTD | +242.7% | +10.5% | +232.1% | +192.3% |
| 1Y | +599.3% | +18.4% | +580.9% | +424.4% |
| All | +1,311.3% | +69.3% | +1,242.0% | +519.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling