+90.5%
JEPQ vs MPC
+354.8%
-264.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.7% | +5.4% | -4.8% | -0.1% |
| 30D | +2.0% | +31.0% | -29.0% | -1.9% |
| 3M | +2.0% | +46.0% | -44.0% | -3.6% |
| 6M | +10.4% | +77.3% | -66.9% | +0.8% |
| YTD | +11.6% | +141.9% | -130.3% | -3.7% |
| 1Y | +20.7% | +120.9% | -100.2% | +5.7% |
| 3Y | +70.8% | +182.7% | -111.9% | +39.4% |
| All | +90.5% | +354.8% | -264.3% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling