-6.1%
MP vs ZETA
+244.2%
-250.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.0% | -10.1% | +0.1% |
| 7D | -3.6% | +13.2% | -16.9% | -6.3% |
| 30D | -21.0% | +6.0% | -27.0% | -22.1% |
| 3M | -33.3% | +27.3% | -60.6% | -37.0% |
| 6M | -45.9% | +104.6% | -150.5% | -54.5% |
| YTD | -27.8% | +72.3% | -100.2% | -37.6% |
| 1Y | -43.2% | +76.3% | -119.5% | -51.3% |
| 3Y | +144.0% | +325.6% | -181.6% | +33.4% |
| 5Y | -6.1% | +254.2% | -260.3% | -51.8% |
| All | -6.1% | +244.2% | -250.3% | -51.8% |
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