+60.9%
JEPQ vs MPC
+187.3%
-126.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.7% |
| 7D | -0.2% | -9.4% | +9.2% | +0.7% |
| 30D | -8.2% | -14.3% | +6.1% | -6.8% |
| 3M | -4.1% | +31.1% | -35.2% | -7.7% |
| 6M | -0.8% | +60.3% | -61.1% | -7.1% |
| YTD | +5.5% | +142.5% | -137.0% | -8.4% |
| 1Y | +8.4% | +104.6% | -96.2% | -3.0% |
| 3Y | +60.9% | +191.7% | -130.8% | +33.4% |
| All | +60.9% | +187.3% | -126.4% | +33.4% |
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