+592.1%
MPC vs ZETA
+247.9%
+344.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | +5.4% | +2.7% | +2.8% | +5.2% |
| 30D | +31.0% | +15.8% | +15.2% | +29.6% |
| 3M | +46.0% | +35.4% | +10.6% | +42.5% |
| 6M | +77.3% | +67.1% | +10.2% | +69.9% |
| YTD | +141.9% | +54.1% | +87.9% | +132.2% |
| 1Y | +120.9% | +67.8% | +53.1% | +109.8% |
| 3Y | +182.7% | +311.4% | -128.7% | +136.1% |
| 5Y | +646.4% | +324.8% | +321.6% | +491.5% |
| All | +592.1% | +247.9% | +344.2% | +471.9% |
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