+7.0%
MCHP vs ZETA
+241.7%
-234.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | +2.8% | -2.4% | +5.2% | +3.1% |
| 30D | -12.8% | +15.6% | -28.4% | -15.3% |
| 3M | -19.2% | +41.5% | -60.7% | -24.8% |
| 6M | +14.5% | +63.4% | -48.9% | +2.7% |
| YTD | +17.1% | +51.3% | -34.2% | +5.7% |
| 1Y | +15.3% | +65.8% | -50.5% | +1.4% |
| 3Y | +0.5% | +279.2% | -278.7% | -32.0% |
| 5Y | +6.1% | +341.8% | -335.7% | -33.0% |
| All | +7.0% | +241.7% | -234.7% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling