+31.6%
MMM vs ZETA
+313.7%
-282.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -0.8% | +26.5% | -27.3% | -2.7% |
| 30D | +14.4% | +10.3% | +4.2% | +13.4% |
| 3M | +1.8% | +30.5% | -28.8% | -0.6% |
| 6M | +31.3% | +129.4% | -98.1% | +21.9% |
| YTD | +18.0% | +83.1% | -65.2% | +10.9% |
| 1Y | +10.9% | +82.1% | -71.2% | +4.1% |
| 3Y | +160.6% | +352.3% | -191.7% | +122.3% |
| 5Y | +44.5% | +293.1% | -248.7% | +23.0% |
| All | +31.6% | +313.7% | -282.0% | +13.9% |
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