-11.3%
MDT vs ZETA
+247.9%
-259.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.3% |
| 7D | +3.2% | +2.7% | +0.6% | +3.1% |
| 30D | +9.5% | +15.8% | -6.3% | +8.8% |
| 3M | +16.0% | +35.4% | -19.4% | +14.2% |
| 6M | +0.2% | +67.1% | -66.9% | -2.5% |
| YTD | -0.3% | +54.1% | -54.3% | -2.8% |
| 1Y | +4.7% | +67.8% | -63.1% | +1.4% |
| 3Y | +26.5% | +311.4% | -284.9% | +11.3% |
| 5Y | -18.2% | +324.8% | -343.0% | -29.7% |
| All | -11.3% | +247.9% | -259.2% | -22.6% |
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