+90.3%
ZETA vs MDY
+17.5%
+72.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +1.7% |
| 7D | -5.0% | +1.7% | -6.7% | -7.3% |
| 30D | -3.3% | +1.2% | -4.5% | -5.0% |
| 3M | +31.0% | -3.5% | +34.5% | +38.3% |
| 6M | +72.2% | +3.5% | +68.6% | +59.4% |
| YTD | +56.2% | +13.6% | +42.6% | +17.4% |
| 1Y | +90.3% | +17.1% | +73.2% | +31.1% |
| All | +90.3% | +17.5% | +72.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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