+294.9%
ZETA vs MLM
+25.7%
+269.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.1% |
| 7D | +18.1% | -0.9% | +19.0% | +18.9% |
| 30D | +13.6% | +9.0% | +4.5% | +5.5% |
| 3M | +23.7% | -5.6% | +29.3% | +28.0% |
| 6M | +128.5% | -10.7% | +139.2% | +142.7% |
| YTD | +80.1% | -17.2% | +97.3% | +102.0% |
| 1Y | +98.0% | -14.2% | +112.2% | +115.5% |
| 3Y | +348.6% | +15.6% | +333.0% | +267.2% |
| All | +294.9% | +25.7% | +269.2% | +179.9% |
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