+88.7%
JEPQ vs MDY
+53.0%
+35.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -0.7% | -2.5% | +1.9% | +1.0% |
| 30D | +0.6% | -5.0% | +5.6% | +4.1% |
| 3M | +5.8% | +0.5% | +5.3% | +5.5% |
| 6M | +9.7% | +8.0% | +1.6% | +4.2% |
| YTD | +10.5% | +12.2% | -1.6% | +2.3% |
| 1Y | +18.4% | +14.0% | +4.4% | +8.3% |
| 3Y | +70.3% | +48.2% | +22.2% | +29.0% |
| All | +88.7% | +53.0% | +35.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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