+3.0%
MCHP vs ZETA
+332.4%
-329.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | 0.0% | -3.7% | +3.8% | +0.7% |
| 30D | -6.0% | +5.7% | -11.7% | -7.2% |
| 3M | -19.7% | +50.4% | -70.1% | -26.3% |
| 6M | +14.0% | +65.5% | -51.4% | +1.5% |
| YTD | +18.4% | +48.3% | -29.9% | +6.8% |
| 1Y | +17.1% | +45.4% | -28.3% | +5.2% |
| 3Y | +0.7% | +270.8% | -270.0% | -33.3% |
| All | +3.0% | +332.4% | -329.4% | -37.5% |
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