+90.5%
JEPQ vs MOD
+2,259.5%
-2,169.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.3% |
| 7D | +0.7% | +9.6% | -8.9% | -0.6% |
| 30D | +2.0% | 0.0% | +2.0% | +1.8% |
| 3M | +2.0% | -35.4% | +37.4% | +7.5% |
| 6M | +10.4% | -7.3% | +17.7% | +9.9% |
| YTD | +11.6% | +45.8% | -34.2% | +3.6% |
| 1Y | +20.7% | +43.1% | -22.4% | +11.3% |
| 3Y | +70.8% | +297.7% | -226.8% | +28.8% |
| All | +90.5% | +2,259.5% | -2,169.0% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling