-1.5%
MCD vs JEPQ
+71.9%
-73.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -2.0% | +1.4% | -3.5% | -2.1% |
| 30D | -6.1% | +1.3% | -7.5% | -6.2% |
| 3M | -7.3% | +3.8% | -11.1% | -7.6% |
| 6M | -20.9% | +12.2% | -33.1% | -22.2% |
| YTD | -14.7% | +11.6% | -26.2% | -16.0% |
| 1Y | -16.1% | +19.9% | -36.0% | -18.5% |
| 3Y | -1.5% | +71.9% | -73.4% | -15.2% |
| All | -1.5% | +71.9% | -73.4% | -15.2% |
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