-45.2%
MDB vs ZETA
+232.9%
-278.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +0.5% |
| 7D | -11.4% | -0.4% | -10.9% | -11.2% |
| 30D | -13.8% | -8.0% | -5.8% | -10.4% |
| 3M | -15.5% | +21.4% | -36.9% | -21.2% |
| 6M | +17.9% | +80.1% | -62.2% | -6.8% |
| YTD | -25.5% | +52.5% | -77.9% | -38.2% |
| 1Y | -12.1% | +58.5% | -70.6% | -28.7% |
| 3Y | -5.9% | +281.7% | -287.5% | -64.4% |
| All | -45.2% | +232.9% | -278.2% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling