+6.0%
MDLZ vs JEPQ
+92.4%
-86.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.7% | -0.7% | +2.3% | +1.8% |
| 30D | +1.1% | +0.6% | +0.6% | +1.0% |
| 3M | -1.8% | +5.8% | -7.6% | -3.1% |
| 6M | +12.3% | +9.7% | +2.6% | +9.8% |
| YTD | +18.0% | +10.5% | +7.5% | +15.1% |
| 1Y | +3.8% | +18.4% | -14.6% | -0.7% |
| 3Y | -2.4% | +70.3% | -72.7% | -20.8% |
| All | +6.0% | +92.4% | -86.5% | -19.2% |
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 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