-0.7%
MDB vs ZETA
+259.8%
-260.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.2% | +2.9% |
| 7D | -0.9% | +6.2% | -7.2% | -3.2% |
| 30D | -15.2% | -2.0% | -13.1% | -14.2% |
| 3M | -17.9% | +21.7% | -39.6% | -23.3% |
| 6M | +9.3% | +89.1% | -79.8% | -13.8% |
| YTD | -22.0% | +59.3% | -81.3% | -35.5% |
| 1Y | -9.3% | +66.2% | -75.5% | -26.7% |
| 3Y | -10.4% | +297.3% | -307.7% | -61.9% |
| 5Y | -43.2% | +227.5% | -270.7% | -76.7% |
| All | -0.7% | +259.8% | -260.5% | -62.9% |
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