-7.7%
MDB vs ZETA
+84.8%
-92.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -3.3% |
| 7D | -16.5% | -5.0% | -11.5% | -14.4% |
| 30D | -8.6% | -3.3% | -5.2% | -6.8% |
| 3M | -13.6% | +31.0% | -44.6% | -22.6% |
| 6M | +24.1% | +72.2% | -48.1% | +0.9% |
| YTD | -21.8% | +56.2% | -77.9% | -36.5% |
| 1Y | -7.7% | +90.3% | -98.0% | -25.3% |
| All | -7.7% | +84.8% | -92.5% | -25.3% |
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