+110.7%
MCK vs ZETA
+269.4%
-158.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -2.9% | -3.7% | +0.8% | -3.0% |
| 30D | +0.4% | +5.7% | -5.3% | +0.5% |
| 3M | +12.1% | +50.4% | -38.3% | +12.9% |
| 6M | -5.4% | +65.5% | -70.9% | -4.6% |
| YTD | +7.8% | +48.3% | -40.5% | +8.7% |
| 1Y | +22.9% | +45.4% | -22.4% | +24.0% |
| 3Y | +110.7% | +270.8% | -160.0% | +126.8% |
| All | +110.7% | +269.4% | -158.7% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling