+252.6%
ZETA vs MKC
-33.7%
+286.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | +2.7% | -5.9% | +8.5% | +3.2% |
| 30D | +15.8% | -0.9% | +16.7% | +15.9% |
| 3M | +35.4% | +12.7% | +22.7% | +34.1% |
| 6M | +67.1% | -19.3% | +86.4% | +69.9% |
| YTD | +54.1% | -22.2% | +76.2% | +56.9% |
| 1Y | +67.8% | -23.3% | +91.2% | +71.2% |
| 3Y | +311.4% | -30.0% | +341.4% | +323.9% |
| 5Y | +324.8% | -33.8% | +358.6% | +404.3% |
| All | +252.6% | -33.7% | +286.4% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling