+74.5%
JEPQ vs MOD
+1,071.0%
-996.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.4% |
| 7D | -5.6% | -25.5% | +19.9% | -2.2% |
| 30D | -11.3% | -49.0% | +37.7% | -3.4% |
| 3M | -6.5% | -49.8% | +43.3% | +1.7% |
| 6M | -3.6% | -64.8% | +61.2% | +9.1% |
| YTD | +2.2% | -27.6% | +29.9% | +3.5% |
| 1Y | +4.8% | -35.2% | +40.0% | +7.2% |
| 3Y | +56.3% | +137.1% | -80.9% | +25.7% |
| All | +74.5% | +1,071.0% | -996.5% | +0.1% |
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