+312.3%
ZETA vs MDY
+43.0%
+269.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.5% |
| 7D | +18.1% | +2.3% | +15.8% | +14.2% |
| 30D | +13.6% | +2.0% | +11.6% | +10.5% |
| 3M | +23.7% | -5.6% | +29.4% | +35.4% |
| 6M | +128.5% | +1.3% | +127.2% | +123.2% |
| YTD | +80.1% | +12.3% | +67.8% | +50.4% |
| 1Y | +98.0% | +15.8% | +82.2% | +58.3% |
| 3Y | +348.6% | +56.5% | +292.1% | +144.1% |
| 5Y | +286.6% | +35.1% | +251.5% | +154.4% |
| All | +312.3% | +43.0% | +269.2% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling