+10.5%
MCD vs ZETA
+273.0%
-262.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.7% |
| 7D | +7.1% | -0.4% | +7.6% | +7.1% |
| 30D | +19.8% | -8.0% | +27.8% | +19.9% |
| 3M | +0.8% | +21.4% | -20.6% | +0.3% |
| 6M | -1.3% | +80.1% | -81.4% | -2.8% |
| YTD | -7.8% | +52.5% | -60.2% | -9.0% |
| 1Y | -5.0% | +58.5% | -63.4% | -6.3% |
| 3Y | +10.5% | +281.7% | -271.1% | +2.7% |
| All | +10.5% | +273.0% | -262.4% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling