+220.3%
ZETA vs MLM
+30.6%
+189.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.2% | -2.1% | -3.2% |
| 7D | -10.0% | -1.2% | -8.8% | -9.1% |
| 30D | -10.6% | +7.9% | -18.5% | -16.2% |
| 3M | +8.9% | -4.5% | +13.3% | +12.0% |
| 6M | +65.1% | -12.6% | +77.7% | +79.4% |
| YTD | +44.8% | -14.9% | +59.7% | +59.3% |
| 1Y | +47.8% | -13.1% | +60.9% | +60.0% |
| 3Y | +248.8% | +21.2% | +227.5% | +174.0% |
| 5Y | +220.3% | +32.0% | +188.3% | +119.3% |
| All | +220.3% | +30.6% | +189.7% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling