+33.3%
MELI vs ZETA
+269.4%
-236.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | -4.1% | -3.7% | -0.4% | -3.6% |
| 30D | +3.8% | +5.7% | -1.9% | +2.9% |
| 3M | +17.8% | +50.4% | -32.6% | +11.4% |
| 6M | +7.4% | +65.5% | -58.0% | -0.2% |
| YTD | -5.8% | +48.3% | -54.1% | -11.8% |
| 1Y | -18.9% | +45.4% | -64.2% | -24.2% |
| 3Y | +33.3% | +270.8% | -237.4% | -8.3% |
| All | +33.3% | +269.4% | -236.1% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling