+275.4%
ZETA vs MDY
+47.3%
+228.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +2.0% |
| 7D | -6.5% | -2.5% | -4.0% | -2.6% |
| 30D | +4.8% | -5.0% | +9.9% | +14.0% |
| 3M | +53.3% | +0.5% | +52.9% | +51.2% |
| 6M | +66.8% | +8.0% | +58.8% | +45.1% |
| YTD | +50.2% | +12.2% | +38.0% | +23.5% |
| 1Y | +62.0% | +14.0% | +48.0% | +31.5% |
| All | +275.4% | +47.3% | +228.2% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling