+20.8%
MCD vs ZETA
+281.0%
-260.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -1.6% | +18.1% | -19.8% | -2.1% |
| 30D | +14.1% | +13.6% | +0.6% | +13.7% |
| 3M | +0.6% | +23.7% | -23.1% | -0.1% |
| 6M | 0.0% | +128.5% | -128.5% | -2.6% |
| YTD | -9.3% | +80.1% | -89.4% | -11.2% |
| 1Y | -9.3% | +98.0% | -107.3% | -11.6% |
| 3Y | +8.6% | +348.6% | -340.0% | +0.7% |
| All | +20.8% | +281.0% | -260.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling