+11.9%
MDB vs ZETA
+247.9%
-236.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.5% |
| 7D | -17.4% | +2.7% | -20.1% | -18.2% |
| 30D | -2.0% | +15.8% | -17.8% | -7.0% |
| 3M | -3.0% | +35.4% | -38.4% | -13.7% |
| 6M | +48.7% | +67.1% | -18.4% | +22.0% |
| YTD | -12.1% | +54.1% | -66.2% | -26.6% |
| 1Y | +14.5% | +67.8% | -53.3% | -9.8% |
| 3Y | -6.1% | +311.4% | -317.6% | -61.1% |
| 5Y | -27.3% | +324.8% | -352.1% | -71.1% |
| All | +11.9% | +247.9% | -236.0% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling