+8.4%
JEPQ vs MDB
-8.5%
+16.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -4.9% | -16.5% | +11.6% | -3.7% |
| 30D | -6.7% | -8.6% | +1.9% | -6.1% |
| 3M | -3.0% | -13.6% | +10.6% | -2.5% |
| 6M | +1.4% | +24.1% | -22.7% | -0.8% |
| YTD | +6.5% | -21.8% | +28.2% | +7.3% |
| 1Y | +8.4% | -7.7% | +16.1% | +7.9% |
| All | +8.4% | -8.5% | +16.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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