-0.2%
MDT vs JEPQ
+94.0%
-94.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | +2.8% | +1.3% | +1.5% | +2.3% |
| 3M | +13.1% | +4.7% | +8.4% | +10.8% |
| 6M | +2.3% | +10.6% | -8.3% | -2.1% |
| YTD | -2.7% | +11.4% | -14.1% | -7.3% |
| 1Y | +0.9% | +19.4% | -18.6% | -7.0% |
| 3Y | +26.8% | +71.7% | -44.9% | -4.6% |
| All | -0.2% | +94.0% | -94.2% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling