+2.9%
MP vs ZETA
+227.1%
-224.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.2% | -4.5% |
| 7D | -19.0% | -10.0% | -9.0% | -17.2% |
| 30D | -30.5% | -10.6% | -19.9% | -28.9% |
| 3M | -29.6% | +8.9% | -38.4% | -31.0% |
| 6M | -50.4% | +65.1% | -115.5% | -55.9% |
| YTD | -33.2% | +44.8% | -78.0% | -39.6% |
| 1Y | -38.6% | +47.8% | -86.4% | -44.8% |
| 3Y | +105.5% | +248.8% | -143.3% | +26.1% |
| 5Y | -7.8% | +220.3% | -228.2% | -46.3% |
| All | +2.9% | +227.1% | -224.2% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling