+116.3%
MP vs ZETA
+254.2%
-137.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.2% | -5.0% |
| 7D | -19.0% | -10.0% | -9.0% | -17.7% |
| 30D | -30.5% | -10.6% | -19.9% | -29.4% |
| 3M | -29.6% | +8.9% | -38.4% | -30.5% |
| 6M | -50.4% | +65.1% | -115.5% | -53.9% |
| YTD | -33.2% | +44.8% | -78.0% | -37.4% |
| 1Y | -38.6% | +47.8% | -86.4% | -42.6% |
| All | +116.3% | +254.2% | -137.9% | +24.9% |
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