+1.4%
MDB vs ZETA
+306.8%
-305.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.0% |
| 7D | +6.8% | +18.1% | -11.3% | -0.1% |
| 30D | -6.2% | +13.6% | -19.8% | -10.6% |
| 3M | -29.2% | +23.7% | -53.0% | -34.6% |
| 6M | +10.3% | +128.5% | -118.2% | -19.2% |
| YTD | -20.4% | +80.1% | -100.5% | -37.4% |
| 1Y | -4.8% | +98.0% | -102.8% | -28.1% |
| 3Y | -11.6% | +348.6% | -360.2% | -64.2% |
| 5Y | -41.0% | +286.6% | -327.6% | -77.1% |
| All | +1.4% | +306.8% | -305.4% | -64.0% |
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