+252.6%
ZETA vs MDY
+46.7%
+205.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.3% |
| 7D | +2.7% | +0.1% | +2.5% | +2.4% |
| 30D | +15.8% | -1.5% | +17.3% | +18.6% |
| 3M | +35.4% | +0.8% | +34.7% | +33.4% |
| 6M | +67.1% | +7.4% | +59.7% | +48.4% |
| YTD | +54.1% | +15.2% | +38.9% | +23.7% |
| 1Y | +67.8% | +16.5% | +51.3% | +34.1% |
| 3Y | +311.4% | +46.8% | +264.6% | +144.8% |
| 5Y | +324.8% | +46.0% | +278.8% | +160.8% |
| All | +252.6% | +46.7% | +205.9% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling