+319.2%
ZETA vs MLM
+47.9%
+271.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.3% |
| 7D | +26.5% | -2.0% | +28.5% | +28.2% |
| 30D | +10.3% | +9.5% | +0.8% | +2.5% |
| 3M | +30.5% | -4.7% | +35.3% | +34.0% |
| 6M | +129.4% | -10.7% | +140.1% | +143.3% |
| YTD | +83.1% | -16.6% | +99.7% | +103.4% |
| 1Y | +82.1% | -15.4% | +97.5% | +100.4% |
| 3Y | +352.3% | +15.9% | +336.4% | +279.4% |
| 5Y | +293.1% | +27.1% | +266.0% | +180.7% |
| All | +319.2% | +47.9% | +271.3% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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