+363.4%
MCK vs ZETA
+239.2%
+124.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -4.4% | -6.5% | +2.1% | -4.4% |
| 30D | -2.2% | +4.8% | -7.1% | -2.2% |
| 3M | +11.6% | +53.3% | -41.8% | +11.5% |
| 6M | -4.9% | +66.8% | -71.8% | -5.0% |
| YTD | +7.7% | +50.2% | -42.5% | +7.7% |
| 1Y | +25.2% | +62.0% | -36.8% | +25.1% |
| 3Y | +112.1% | +276.4% | -164.2% | +108.8% |
| 5Y | +345.8% | +341.6% | +4.2% | +341.3% |
| All | +363.4% | +239.2% | +124.2% | +360.4% |
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 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