-15.0%
MCD vs JEPQ
+19.0%
-34.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +1.1% | -3.9% | -2.7% |
| 30D | -6.7% | +1.3% | -8.1% | -6.5% |
| 3M | -9.6% | +4.7% | -14.2% | -8.9% |
| 6M | -22.3% | +10.6% | -32.9% | -22.1% |
| YTD | -15.4% | +11.4% | -26.9% | -15.2% |
| All | -15.0% | +19.0% | -34.0% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling