+106.6%
MMM vs ZETA
+280.9%
-174.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.5% |
| 7D | -3.3% | +2.7% | -6.0% | -3.6% |
| 30D | -7.0% | +15.8% | -22.8% | -8.5% |
| 3M | +10.8% | +35.4% | -24.6% | +7.1% |
| 6M | +5.8% | +67.1% | -61.3% | -0.6% |
| YTD | +6.8% | +54.1% | -47.3% | +0.8% |
| 1Y | +10.4% | +67.8% | -57.4% | +2.6% |
| All | +106.6% | +280.9% | -174.3% | +60.6% |
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 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