+20.1%
MCD vs JEPQ
+86.5%
-66.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.0% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +16.6% | -6.6% | +23.2% | +18.0% |
| 3M | +0.9% | -2.6% | +3.5% | +1.2% |
| 6M | +1.5% | +0.5% | +1.0% | +0.8% |
| YTD | -8.3% | +7.1% | -15.4% | -10.5% |
| 1Y | -8.1% | +8.1% | -16.2% | -10.5% |
| 3Y | +10.3% | +61.2% | -50.8% | -6.9% |
| All | +20.1% | +86.5% | -66.4% | -3.9% |
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