+158.4%
MMM vs ZETA
+348.6%
-190.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -0.4% | +18.1% | -18.5% | -1.9% |
| 30D | +12.1% | +13.6% | -1.4% | +10.8% |
| 3M | +1.4% | +23.7% | -22.3% | -0.8% |
| 6M | +26.6% | +128.5% | -101.9% | +15.9% |
| YTD | +16.8% | +80.1% | -63.3% | +8.8% |
| 1Y | +10.1% | +98.0% | -87.9% | +1.4% |
| 3Y | +158.4% | +348.6% | -190.2% | +120.2% |
| All | +158.4% | +348.6% | -190.2% | +120.2% |
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