+90.2%
JEPQ vs MPC
+367.1%
-276.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.1% | +3.2% | -2.1% | +0.6% |
| 30D | +1.3% | +25.0% | -23.7% | -1.9% |
| 3M | +4.7% | +55.2% | -50.5% | -1.9% |
| 6M | +10.6% | +86.4% | -75.8% | +0.3% |
| YTD | +11.4% | +148.5% | -137.0% | -4.2% |
| 1Y | +19.4% | +121.7% | -102.3% | +4.6% |
| 3Y | +71.7% | +172.9% | -101.2% | +41.2% |
| All | +90.2% | +367.1% | -276.9% | +35.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling