+208.7%
MRVL vs ZETA
+306.8%
-98.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.3% |
| 7D | +11.0% | +18.1% | -7.1% | +6.6% |
| 30D | -36.1% | +13.6% | -49.7% | -37.8% |
| 3M | -29.4% | +23.7% | -53.2% | -33.1% |
| 6M | -11.9% | +128.5% | -140.4% | -29.7% |
| YTD | +84.8% | +80.1% | +4.7% | +53.6% |
| 1Y | +79.4% | +98.0% | -18.6% | +45.1% |
| 3Y | +195.7% | +348.6% | -152.8% | +67.5% |
| 5Y | +117.2% | +286.6% | -169.4% | +17.4% |
| All | +208.7% | +306.8% | -98.1% | +64.0% |
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 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