+239.5%
ZETA vs MKC
-34.7%
+274.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -3.7% | -1.5% | -2.3% | -3.6% |
| 30D | +5.7% | -3.1% | +8.8% | +6.0% |
| 3M | +50.4% | +5.2% | +45.3% | +49.7% |
| 6M | +65.5% | -12.8% | +78.3% | +67.1% |
| YTD | +48.3% | -23.3% | +71.6% | +51.3% |
| 1Y | +45.4% | -24.1% | +69.5% | +48.4% |
| 3Y | +270.8% | -32.1% | +302.9% | +283.0% |
| 5Y | +336.1% | -32.8% | +368.9% | +423.0% |
| All | +239.5% | -34.7% | +274.2% | +314.7% |
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