+90.5%
JEPQ vs MDB
+5.7%
+84.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.8% |
| 7D | +0.7% | -17.4% | +18.1% | +2.8% |
| 30D | +2.0% | -2.0% | +4.0% | +1.8% |
| 3M | +2.0% | -3.0% | +5.0% | +1.7% |
| 6M | +10.4% | +48.7% | -38.3% | +3.7% |
| YTD | +11.6% | -12.1% | +23.7% | +11.1% |
| 1Y | +20.7% | +14.5% | +6.2% | +15.6% |
| 3Y | +70.8% | -6.1% | +77.0% | +59.4% |
| All | +90.5% | +5.7% | +84.8% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling