+60.5%
JEPQ vs MDB
-11.2%
+71.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +3.4% | +6.8% | -3.4% | +2.7% |
| 30D | -5.6% | -6.2% | +0.6% | -5.1% |
| 3M | -4.2% | -29.2% | +25.1% | -1.5% |
| 6M | -0.2% | +10.3% | -10.5% | -2.5% |
| YTD | +6.7% | -20.4% | +27.1% | +7.1% |
| 1Y | +9.5% | -4.8% | +14.3% | +7.4% |
| 3Y | +60.5% | -11.6% | +72.1% | +49.9% |
| All | +60.5% | -11.2% | +71.8% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling