+10.6%
MCD vs JEPQ
+92.4%
-81.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.5% | -0.7% | -1.9% | -2.4% |
| 30D | -7.0% | +0.6% | -7.6% | -7.2% |
| 3M | -9.8% | +5.8% | -15.6% | -11.1% |
| 6M | -21.8% | +9.7% | -31.4% | -23.7% |
| YTD | -15.6% | +10.5% | -26.1% | -17.9% |
| 1Y | -15.2% | +18.4% | -33.6% | -19.1% |
| 3Y | -2.6% | +70.3% | -72.9% | -18.9% |
| All | +10.6% | +92.4% | -81.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 10y: compounded portfolio wealth divided by compounded JEPQ 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…
10y analysis · Full analysis span regression · 6 months rolling