+9.5%
JEPQ vs MDB
-7.1%
+16.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +3.4% | +6.8% | -3.4% | +2.9% |
| 30D | -5.6% | -6.2% | +0.6% | -5.2% |
| 3M | -4.2% | -29.2% | +25.1% | -2.5% |
| 6M | -0.2% | +10.3% | -10.5% | -1.4% |
| YTD | +6.7% | -20.4% | +27.1% | +7.2% |
| 1Y | +9.5% | -4.8% | +14.3% | +8.9% |
| All | +9.5% | -7.1% | +16.6% | +8.9% |
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