-19.5%
MDT vs ZETA
+341.5%
-361.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +2.8% | +10.5% | -7.7% | +2.3% |
| 3M | +13.1% | +44.3% | -31.2% | +11.1% |
| 6M | +2.3% | +59.4% | -57.1% | -0.3% |
| YTD | -2.7% | +49.5% | -52.2% | -5.1% |
| 1Y | +0.9% | +62.7% | -61.8% | -2.3% |
| 3Y | +26.8% | +274.6% | -247.8% | +11.2% |
| 5Y | -19.5% | +349.3% | -368.8% | -32.1% |
| All | -19.5% | +341.5% | -361.0% | -32.1% |
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