+32.3%
MCD vs ZETA
+318.9%
-286.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.6% | -10.2% | -2.8% |
| 7D | -1.9% | +18.8% | -20.7% | -2.4% |
| 30D | +16.6% | +12.6% | +4.0% | +16.2% |
| 3M | +0.9% | +29.5% | -28.5% | +0.2% |
| 6M | +1.5% | +128.6% | -127.1% | -1.0% |
| YTD | -8.3% | +85.5% | -93.8% | -10.2% |
| 1Y | -8.1% | +90.6% | -98.7% | -10.2% |
| 3Y | +10.3% | +358.0% | -347.7% | +3.1% |
| 5Y | +23.4% | +282.0% | -258.6% | +14.7% |
| All | +32.3% | +318.9% | -286.5% | +22.2% |
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