+11.8%
MCD vs JEPQ
+94.2%
-82.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -2.0% | +1.4% | -3.5% | -2.3% |
| 30D | -6.1% | +1.3% | -7.5% | -6.4% |
| 3M | -7.3% | +3.8% | -11.1% | -8.1% |
| 6M | -20.9% | +12.2% | -33.1% | -23.3% |
| YTD | -14.7% | +11.6% | -26.2% | -17.1% |
| 1Y | -16.1% | +19.9% | -36.0% | -20.2% |
| 3Y | -1.5% | +71.9% | -73.4% | -18.2% |
| All | +11.8% | +94.2% | -82.5% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling