+8.4%
JEPQ vs MCO
+9.9%
-1.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.8% |
| 7D | -4.9% | +10.7% | -15.6% | -5.3% |
| 30D | -6.7% | +17.9% | -24.6% | -7.4% |
| 3M | -3.0% | +9.5% | -12.5% | -3.4% |
| 6M | +1.4% | +18.1% | -16.7% | +0.2% |
| YTD | +6.5% | +4.1% | +2.3% | +7.4% |
| 1Y | +8.4% | +9.3% | -0.9% | +9.1% |
| All | +8.4% | +9.9% | -1.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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