-12.4%
MDB vs ZETA
+61.6%
-74.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.2% | +2.2% |
| 7D | -0.9% | +6.2% | -7.2% | -4.1% |
| 30D | -15.2% | -2.0% | -13.1% | -13.9% |
| 3M | -17.9% | +21.7% | -39.6% | -24.8% |
| 6M | +9.3% | +89.1% | -79.8% | -17.2% |
| YTD | -22.0% | +59.3% | -81.3% | -38.9% |
| All | -12.4% | +61.6% | -74.1% | -32.0% |
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 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