-13.7%
MDT vs ZETA
+239.2%
-252.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.6% | -6.5% | +4.9% | -1.3% |
| 30D | +1.0% | +4.8% | -3.8% | +0.8% |
| 3M | +15.2% | +53.3% | -38.1% | +12.9% |
| 6M | +3.7% | +66.8% | -63.1% | +0.9% |
| YTD | -3.0% | +50.2% | -53.1% | -5.3% |
| 1Y | +2.5% | +62.0% | -59.6% | -0.6% |
| 3Y | +26.5% | +276.4% | -249.9% | +11.8% |
| 5Y | -18.3% | +341.6% | -359.9% | -29.7% |
| All | -13.7% | +239.2% | -252.8% | -24.7% |
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