+8.4%
JEPQ vs MPC
+122.9%
-114.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.1% | +9.0% | +0.6% |
| 7D | -4.9% | -10.9% | +6.0% | -5.3% |
| 30D | -6.7% | -9.4% | +2.7% | -7.0% |
| 3M | -3.0% | +26.0% | -29.0% | -2.4% |
| 6M | +1.4% | +56.5% | -55.1% | +2.8% |
| YTD | +6.5% | +144.3% | -137.8% | +7.5% |
| 1Y | +8.4% | +117.2% | -108.8% | +10.3% |
| All | +8.4% | +122.9% | -114.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling