-5.0%
MCD vs ZETA
+55.9%
-60.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.6% |
| 7D | +7.1% | -0.4% | +7.6% | +7.1% |
| 30D | +19.8% | -8.0% | +27.8% | +19.8% |
| 3M | +0.8% | +21.4% | -20.6% | +0.5% |
| 6M | -1.3% | +80.1% | -81.4% | -2.4% |
| YTD | -7.8% | +52.5% | -60.2% | -8.5% |
| 1Y | -5.0% | +58.5% | -63.4% | -5.4% |
| All | -5.0% | +55.9% | -60.9% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling