+294.9%
ZETA vs MKC
-35.5%
+330.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -1.8% |
| 7D | +18.1% | -3.0% | +21.1% | +18.4% |
| 30D | +13.6% | +4.8% | +8.8% | +12.8% |
| 3M | +23.7% | -12.8% | +36.6% | +25.5% |
| 6M | +128.5% | +5.0% | +123.5% | +126.9% |
| YTD | +80.1% | -29.1% | +109.2% | +86.5% |
| 1Y | +98.0% | -26.4% | +124.4% | +103.2% |
| 3Y | +348.6% | -21.6% | +370.2% | +357.2% |
| All | +294.9% | -35.5% | +330.5% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling