+75.7%
ZETA vs MDLN
-7.5%
+83.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +0.7% |
| 7D | -6.5% | -11.5% | +5.0% | -6.0% |
| 30D | +4.8% | -7.6% | +12.4% | +5.1% |
| 3M | +53.3% | -11.4% | +64.7% | +52.1% |
| 6M | +66.8% | -24.5% | +91.3% | +72.6% |
| YTD | +50.2% | -22.9% | +73.1% | +58.1% |
| All | +75.7% | -7.5% | +83.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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