+638.0%
MPC vs ZETA
+306.8%
+331.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +11.2% | +18.1% | -6.9% | +9.9% |
| 30D | -14.5% | +13.6% | -28.1% | -15.3% |
| 3M | +16.7% | +23.7% | -7.1% | +14.7% |
| 6M | +67.6% | +128.5% | -60.9% | +57.2% |
| YTD | +157.9% | +80.1% | +77.8% | +144.6% |
| 1Y | +116.7% | +98.0% | +18.7% | +103.8% |
| 3Y | +199.8% | +348.6% | -148.8% | +149.4% |
| 5Y | +604.4% | +286.6% | +317.8% | +462.5% |
| All | +638.0% | +306.8% | +331.2% | +502.4% |
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