+5.9%
MDLZ vs JEPQ
+94.0%
-88.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | +0.4% | +0.8% | -0.4% | +0.3% |
| 3M | -0.6% | +4.0% | -4.6% | -1.4% |
| 6M | +14.7% | +10.4% | +4.3% | +12.1% |
| YTD | +18.0% | +11.4% | +6.5% | +14.9% |
| 1Y | +4.1% | +18.9% | -14.8% | -0.5% |
| 3Y | -4.6% | +70.3% | -74.9% | -22.3% |
| All | +5.9% | +94.0% | -88.1% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling