+4.7%
MDT vs JEPQ
+21.4%
-16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.2% |
| 7D | +3.2% | +0.7% | +2.5% | +3.3% |
| 30D | +9.5% | +2.0% | +7.5% | +9.7% |
| 3M | +16.0% | +2.0% | +14.0% | +16.5% |
| 6M | +0.2% | +10.4% | -10.2% | -1.3% |
| YTD | -0.3% | +11.6% | -11.9% | -1.9% |
| 1Y | +4.7% | +20.7% | -16.0% | -0.6% |
| All | +4.7% | +21.4% | -16.7% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling