+82.2%
JEPQ vs MDB
-4.2%
+86.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +3.4% | +6.8% | -3.4% | +2.6% |
| 30D | -5.6% | -6.2% | +0.6% | -5.0% |
| 3M | -4.2% | -29.2% | +25.1% | -1.0% |
| 6M | -0.2% | +10.3% | -10.5% | -3.0% |
| YTD | +6.7% | -20.4% | +27.1% | +6.9% |
| 1Y | +9.5% | -4.8% | +14.3% | +6.8% |
| 3Y | +60.5% | -11.6% | +72.1% | +50.4% |
| All | +82.2% | -4.2% | +86.4% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling