+534.5%
MPC vs ZETA
+232.9%
+301.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.6% |
| 7D | -16.2% | -0.4% | -15.7% | -16.2% |
| 30D | -15.7% | -8.0% | -7.7% | -15.3% |
| 3M | +24.9% | +21.4% | +3.5% | +23.0% |
| 6M | +52.7% | +80.1% | -27.4% | +45.7% |
| YTD | +131.9% | +52.5% | +79.4% | +122.6% |
| 1Y | +96.6% | +58.5% | +38.2% | +88.0% |
| 3Y | +163.8% | +281.7% | -117.9% | +121.3% |
| All | +534.5% | +232.9% | +301.5% | +423.4% |
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 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