+33.9%
MMM vs ZETA
+289.2%
-255.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.2% | -7.8% | -0.2% |
| 7D | +7.0% | +13.2% | -6.3% | +5.9% |
| 30D | +18.4% | +6.0% | +12.4% | +17.8% |
| 3M | +4.5% | +27.3% | -22.9% | +2.3% |
| 6M | +33.4% | +104.6% | -71.2% | +25.0% |
| YTD | +20.0% | +72.3% | -52.4% | +13.4% |
| 1Y | +15.0% | +76.3% | -61.3% | +8.3% |
| 3Y | +165.0% | +325.6% | -160.6% | +127.1% |
| 5Y | +47.9% | +254.2% | -206.3% | +26.6% |
| All | +33.9% | +289.2% | -255.4% | +16.4% |
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