+255.3%
MRVL vs ZETA
+60.9%
+194.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.2% |
| 7D | +5.6% | -3.7% | +9.3% | +6.0% |
| 30D | +8.8% | +5.7% | +3.1% | +7.8% |
| 3M | -15.9% | +50.4% | -66.3% | -20.8% |
| 6M | +161.3% | +65.5% | +95.8% | +140.9% |
| YTD | +178.2% | +48.3% | +129.9% | +159.6% |
| 1Y | +255.3% | +45.4% | +209.9% | +220.5% |
| All | +255.3% | +60.9% | +194.4% | +220.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling