+27.0%
MMM vs ZETA
+343.0%
-316.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -8.0% | +15.6% | -23.6% | -9.2% |
| 3M | +9.4% | +41.5% | -32.1% | +5.8% |
| 6M | +10.2% | +63.4% | -53.2% | +4.9% |
| YTD | +6.1% | +51.3% | -45.2% | +1.2% |
| 1Y | +10.8% | +65.8% | -55.0% | +4.4% |
| 3Y | +104.8% | +279.2% | -174.4% | +75.2% |
| 5Y | +27.0% | +341.8% | -314.7% | +7.6% |
| All | +27.0% | +343.0% | -316.0% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling