-17.3%
MCHP vs ZETA
+281.0%
-298.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.3% |
| 7D | +5.7% | +18.1% | -12.4% | +2.3% |
| 30D | -13.4% | +13.6% | -27.0% | -15.6% |
| 3M | -20.1% | +23.7% | -43.9% | -23.7% |
| 6M | -35.5% | +128.5% | -164.0% | -46.3% |
| YTD | -1.6% | +80.1% | -81.7% | -15.1% |
| 1Y | +15.5% | +98.0% | -82.5% | -2.6% |
| 3Y | -13.2% | +348.6% | -361.8% | -46.6% |
| All | -17.3% | +281.0% | -298.3% | -54.4% |
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