+191.2%
MPC vs ZETA
+361.9%
-170.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.2% | +3.0% |
| 7D | +2.6% | +18.8% | -16.2% | +1.7% |
| 30D | -12.2% | +12.6% | -24.8% | -12.8% |
| 3M | +20.1% | +29.5% | -9.4% | +18.3% |
| 6M | +60.6% | +128.6% | -68.0% | +53.2% |
| YTD | +150.6% | +85.5% | +65.1% | +140.4% |
| 1Y | +104.7% | +90.6% | +14.0% | +95.8% |
| All | +191.2% | +361.9% | -170.7% | +142.8% |
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 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