+12.1%
MP vs ZETA
+318.9%
-306.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -6.9% | -0.8% |
| 7D | +2.3% | +18.8% | -16.5% | -1.4% |
| 30D | -15.3% | +12.6% | -27.9% | -17.5% |
| 3M | -33.5% | +29.5% | -63.0% | -37.3% |
| 6M | -45.5% | +128.6% | -174.1% | -54.7% |
| YTD | -27.3% | +85.5% | -112.8% | -37.6% |
| 1Y | -40.7% | +90.6% | -131.3% | -49.6% |
| 3Y | +145.9% | +358.0% | -212.2% | +42.1% |
| 5Y | -13.9% | +282.0% | -295.9% | -52.1% |
| All | +12.1% | +318.9% | -306.8% | -37.7% |
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