+66.4%
MP vs ZETA
+247.9%
-181.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.2% |
| 7D | -2.9% | +2.7% | -5.5% | -3.5% |
| 30D | +13.8% | +15.8% | -2.0% | +10.2% |
| 3M | -16.7% | +35.4% | -52.1% | -22.3% |
| 6M | -11.5% | +67.1% | -78.6% | -21.6% |
| YTD | +7.9% | +54.1% | -46.1% | -3.5% |
| 1Y | -15.0% | +67.8% | -82.9% | -26.2% |
| 3Y | +153.5% | +311.4% | -157.9% | +49.0% |
| 5Y | +58.7% | +324.8% | -266.1% | -8.7% |
| All | +66.4% | +247.9% | -181.6% | -3.6% |
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 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