-8.6%
MCD vs JEPQ
+8.4%
-17.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.5% |
| 7D | -1.6% | +5.7% | -7.3% | -0.6% |
| 30D | +16.0% | -5.9% | +22.0% | +14.4% |
| 3M | 0.0% | -2.5% | +2.4% | -0.7% |
| 6M | +0.9% | +1.3% | -0.3% | +0.6% |
| YTD | -8.7% | +7.8% | -16.6% | -9.3% |
| 1Y | -8.6% | +8.8% | -17.3% | -9.1% |
| All | -8.6% | +8.4% | -17.0% | -9.1% |
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