+46.1%
MRK vs ZETA
+274.1%
-227.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -5.0% | -6.5% | +1.5% | -4.9% |
| 30D | +11.0% | +4.8% | +6.1% | +10.9% |
| 3M | +22.4% | +53.3% | -30.9% | +21.8% |
| 6M | +25.4% | +66.8% | -41.4% | +24.4% |
| YTD | +39.5% | +50.2% | -10.7% | +38.6% |
| 1Y | +78.0% | +62.0% | +15.9% | +76.1% |
| All | +46.1% | +274.1% | -227.9% | +39.3% |
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