+84.6%
MRK vs ZETA
+84.8%
-0.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +4.0% |
| 7D | +6.7% | -5.0% | +11.7% | +6.5% |
| 30D | +7.8% | -3.3% | +11.1% | +7.6% |
| 3M | +18.2% | +31.0% | -12.8% | +19.4% |
| 6M | +34.7% | +72.2% | -37.5% | +37.2% |
| YTD | +45.8% | +56.2% | -10.4% | +49.4% |
| 1Y | +84.6% | +90.3% | -5.7% | +87.2% |
| All | +84.6% | +84.8% | -0.2% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling