+1.3%
JEPQ vs MCK
+27.9%
-26.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -5.9% |
| 7D | -9.5% | +9.3% | -18.8% | -8.8% |
| 30D | -12.3% | +16.3% | -28.6% | -11.0% |
| 3M | -8.5% | +22.3% | -30.8% | -6.7% |
| 6M | -5.0% | +34.1% | -39.2% | -2.1% |
| YTD | +0.1% | +31.1% | -31.0% | +4.2% |
| 1Y | +1.3% | +27.5% | -26.1% | +5.2% |
| All | +1.3% | +27.9% | -26.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling