+9.7%
MCD vs JEPQ
+61.3%
-51.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +16.6% | -6.6% | +23.2% | +16.9% |
| 3M | +0.9% | -2.6% | +3.5% | +0.9% |
| 6M | +1.5% | +0.5% | +1.0% | +1.1% |
| YTD | -8.3% | +7.1% | -15.4% | -9.6% |
| 1Y | -8.1% | +8.1% | -16.2% | -9.5% |
| All | +9.7% | +61.3% | -51.5% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling