+35.5%
MCD vs ZETA
+259.8%
-224.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +1.7% |
| 7D | +5.9% | +6.2% | -0.3% | +5.8% |
| 30D | +19.6% | -2.0% | +21.7% | +19.7% |
| 3M | +3.3% | +21.7% | -18.4% | +2.6% |
| 6M | +3.5% | +89.1% | -85.7% | +1.5% |
| YTD | -6.1% | +59.3% | -65.4% | -7.7% |
| 1Y | -3.7% | +66.2% | -69.8% | -5.5% |
| 3Y | +13.4% | +297.3% | -283.9% | +6.4% |
| 5Y | +25.2% | +227.5% | -202.3% | +16.8% |
| All | +35.5% | +259.8% | -224.3% | +25.7% |
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