+80.2%
JEPQ vs MOD
+1,186.7%
-1,106.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.9% | -6.6% | +1.9% |
| 7D | -0.2% | -13.9% | +13.7% | +1.3% |
| 30D | -8.2% | -41.5% | +33.4% | -1.8% |
| 3M | -4.1% | -45.7% | +41.6% | +3.1% |
| 6M | -0.8% | -61.1% | +60.3% | +10.7% |
| YTD | +5.5% | -20.5% | +26.0% | +5.5% |
| 1Y | +8.4% | -32.1% | +40.5% | +10.2% |
| 3Y | +60.9% | +146.5% | -85.6% | +28.7% |
| All | +80.2% | +1,186.7% | -1,106.5% | +2.0% |
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