+130.3%
MRK vs ZETA
+352.7%
-222.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -5.0% | -6.5% | +1.5% | -5.0% |
| 30D | +11.0% | +4.8% | +6.1% | +11.0% |
| 3M | +22.4% | +53.3% | -30.9% | +22.5% |
| 6M | +25.4% | +66.8% | -41.4% | +25.5% |
| YTD | +39.5% | +50.2% | -10.7% | +39.6% |
| 1Y | +78.0% | +62.0% | +15.9% | +78.0% |
| 3Y | +45.5% | +276.4% | -230.8% | +47.6% |
| 5Y | +130.3% | +341.6% | -211.3% | +140.0% |
| All | +130.3% | +352.7% | -222.5% | +140.0% |
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