+122.8%
MRK vs ZETA
+235.0%
-112.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -4.3% | -3.7% | -0.5% | -4.3% |
| 30D | +8.3% | +5.7% | +2.6% | +8.3% |
| 3M | +20.0% | +50.4% | -30.4% | +20.2% |
| 6M | +25.7% | +65.5% | -39.8% | +25.8% |
| YTD | +38.7% | +48.3% | -9.6% | +38.9% |
| 1Y | +74.7% | +45.4% | +29.3% | +74.8% |
| 3Y | +45.4% | +270.8% | -225.4% | +47.5% |
| 5Y | +129.0% | +336.1% | -207.1% | +136.3% |
| All | +122.8% | +235.0% | -112.1% | +128.2% |
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 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