+23.2%
MCD vs ZETA
+241.7%
-218.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -2.0% |
| 30D | -6.1% | +15.6% | -21.7% | -6.5% |
| 3M | -7.3% | +41.5% | -48.8% | -8.2% |
| 6M | -20.9% | +63.4% | -84.4% | -22.2% |
| YTD | -14.7% | +51.3% | -66.0% | -15.9% |
| 1Y | -16.1% | +65.8% | -81.9% | -17.8% |
| 3Y | -1.5% | +279.2% | -280.7% | -7.5% |
| 5Y | +20.4% | +341.8% | -321.3% | +11.9% |
| All | +23.2% | +241.7% | -218.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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