+70.3%
JEPQ vs MDB
-6.2%
+76.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.1% | -4.5% | +5.6% | +1.5% |
| 30D | +1.3% | -14.0% | +15.3% | +2.6% |
| 3M | +4.7% | +5.3% | -0.6% | +3.5% |
| 6M | +10.6% | +31.9% | -21.3% | +6.1% |
| YTD | +11.4% | -14.6% | +26.0% | +11.5% |
| 1Y | +19.4% | +8.2% | +11.2% | +15.8% |
| All | +70.3% | -6.2% | +76.5% | +60.4% |
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