+71.9%
JEPQ vs MPC
+176.9%
-105.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | +1.4% | +3.9% | -2.4% | +1.0% |
| 30D | +1.3% | +33.8% | -32.4% | -2.2% |
| 3M | +3.8% | +49.9% | -46.0% | -1.3% |
| 6M | +12.2% | +80.9% | -68.8% | +3.4% |
| YTD | +11.6% | +147.4% | -135.9% | -2.7% |
| 1Y | +19.9% | +123.2% | -103.3% | +6.3% |
| 3Y | +71.9% | +171.7% | -99.8% | +42.9% |
| All | +71.9% | +176.9% | -105.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling