+22.9%
MCK vs ZETA
+60.9%
-37.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | 0.0% |
| 7D | -2.9% | -3.7% | +0.8% | -3.0% |
| 30D | +0.4% | +5.7% | -5.3% | +0.6% |
| 3M | +12.1% | +50.4% | -38.3% | +13.7% |
| 6M | -5.4% | +65.5% | -70.9% | -3.8% |
| YTD | +7.8% | +48.3% | -40.5% | +9.3% |
| 1Y | +22.9% | +45.4% | -22.4% | +23.6% |
| All | +22.9% | +60.9% | -37.9% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling