-2.3%
MDT vs ZETA
+306.8%
-309.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +1.9% |
| 7D | +1.0% | +18.1% | -17.1% | +0.3% |
| 30D | +9.2% | +13.6% | -4.4% | +8.5% |
| 3M | +14.5% | +23.7% | -9.2% | +13.3% |
| 6M | +37.3% | +128.5% | -91.2% | +31.8% |
| YTD | +9.8% | +80.1% | -70.3% | +6.2% |
| 1Y | +10.5% | +98.0% | -87.5% | +6.4% |
| 3Y | +57.4% | +348.6% | -291.2% | +38.2% |
| 5Y | +1.2% | +286.6% | -285.4% | -13.1% |
| All | -2.3% | +306.8% | -309.0% | -15.5% |
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