+341.6%
ZETA vs MKC
-33.9%
+375.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -6.5% | -2.8% | -3.7% | -6.2% |
| 30D | +4.8% | -3.4% | +8.2% | +5.2% |
| 3M | +53.3% | +3.8% | +49.6% | +52.7% |
| 6M | +66.8% | -17.9% | +84.7% | +69.6% |
| YTD | +50.2% | -23.6% | +73.8% | +53.5% |
| 1Y | +62.0% | -23.1% | +85.1% | +65.2% |
| 3Y | +276.4% | -31.5% | +307.9% | +290.0% |
| 5Y | +341.6% | -33.1% | +374.7% | +414.3% |
| All | +341.6% | -33.9% | +375.6% | +414.3% |
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