+157.1%
MMM vs ZETA
+273.0%
-115.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.9% |
| 7D | +6.2% | -0.4% | +6.6% | +6.2% |
| 30D | +14.2% | -8.0% | +22.2% | +15.0% |
| 3M | +2.9% | +21.4% | -18.5% | +0.8% |
| 6M | +27.6% | +80.1% | -52.5% | +19.5% |
| YTD | +17.3% | +52.5% | -35.2% | +11.0% |
| 1Y | +15.1% | +58.5% | -43.4% | +8.2% |
| 3Y | +157.1% | +281.7% | -124.6% | +122.0% |
| All | +157.1% | +273.0% | -115.8% | +122.0% |
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