+8.0%
MDB vs ZETA
+241.7%
-233.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.8% |
| 7D | -18.0% | -2.4% | -15.6% | -17.1% |
| 30D | -10.7% | +15.6% | -26.3% | -15.2% |
| 3M | +1.0% | +41.5% | -40.5% | -11.7% |
| 6M | +31.6% | +63.4% | -31.8% | +8.9% |
| YTD | -15.2% | +51.3% | -66.5% | -28.7% |
| 1Y | +10.1% | +65.8% | -55.7% | -12.8% |
| 3Y | -5.6% | +279.2% | -284.8% | -59.3% |
| 5Y | -24.5% | +341.8% | -366.3% | -70.1% |
| All | +8.0% | +241.7% | -233.7% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling