+227.5%
ZETA vs MLM
+27.9%
+199.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +2.6% |
| 7D | +6.2% | -3.8% | +10.1% | +9.5% |
| 30D | -2.0% | +11.0% | -13.0% | -10.1% |
| 3M | +21.7% | -3.1% | +24.7% | +23.6% |
| 6M | +89.1% | -9.8% | +98.9% | +100.0% |
| YTD | +59.3% | -14.4% | +73.7% | +74.3% |
| 1Y | +66.2% | -12.6% | +78.7% | +78.9% |
| 3Y | +297.3% | +19.7% | +277.6% | +217.3% |
| 5Y | +227.5% | +29.8% | +197.7% | +126.4% |
| All | +227.5% | +27.9% | +199.5% | +126.4% |
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