+90.2%
JEPQ vs MDB
+3.8%
+86.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.2% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | +0.8% | -17.3% | +18.0% | +2.7% |
| 3M | +4.0% | +2.2% | +1.8% | +3.0% |
| 6M | +10.4% | +33.9% | -23.5% | +5.0% |
| YTD | +11.4% | -13.7% | +25.1% | +11.1% |
| 1Y | +18.9% | +9.1% | +9.8% | +14.6% |
| 3Y | +70.3% | -8.1% | +78.4% | +59.3% |
| All | +90.2% | +3.8% | +86.4% | +66.3% |
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