+232.4%
MRVL vs ZETA
+318.9%
-86.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.6% | +1.7% | +7.4% |
| 7D | +5.6% | +18.8% | -13.1% | +1.5% |
| 30D | -36.5% | +12.6% | -49.1% | -38.0% |
| 3M | -20.5% | +29.5% | -49.9% | -25.4% |
| 6M | -1.1% | +128.6% | -129.7% | -21.1% |
| YTD | +99.0% | +85.5% | +13.5% | +64.2% |
| 1Y | +89.3% | +90.6% | -1.3% | +54.5% |
| 3Y | +211.6% | +358.0% | -146.4% | +75.6% |
| 5Y | +134.0% | +282.0% | -147.9% | +25.8% |
| All | +232.4% | +318.9% | -86.5% | +75.2% |
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