+90.4%
JEPQ vs MOD
+2,231.5%
-2,141.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +1.4% | +6.3% | -4.9% | +0.6% |
| 30D | +1.3% | -1.7% | +3.0% | +1.4% |
| 3M | +3.8% | -30.1% | +34.0% | +8.4% |
| 6M | +12.2% | +2.7% | +9.5% | +10.1% |
| YTD | +11.6% | +44.1% | -32.5% | +3.7% |
| 1Y | +19.9% | +38.7% | -18.8% | +11.1% |
| 3Y | +71.9% | +309.8% | -237.9% | +29.1% |
| All | +90.4% | +2,231.5% | -2,141.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling