+312.3%
ZETA vs MKC
-39.6%
+351.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -1.7% |
| 7D | +18.1% | -3.0% | +21.1% | +18.3% |
| 30D | +13.6% | +4.8% | +8.8% | +13.0% |
| 3M | +23.7% | -12.8% | +36.6% | +25.1% |
| 6M | +128.5% | +5.0% | +123.5% | +127.4% |
| YTD | +80.1% | -29.1% | +109.2% | +84.7% |
| 1Y | +98.0% | -26.4% | +124.4% | +101.6% |
| 3Y | +348.6% | -21.6% | +370.2% | +357.3% |
| 5Y | +286.6% | -35.2% | +321.9% | +370.2% |
| All | +312.3% | -39.6% | +351.9% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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