+252.6%
ZETA vs MLM
+47.2%
+205.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.9% |
| 7D | +2.7% | -2.9% | +5.6% | +4.6% |
| 30D | +15.8% | -6.8% | +22.6% | +22.0% |
| 3M | +35.4% | -11.2% | +46.7% | +45.9% |
| 6M | +67.1% | -21.8% | +88.9% | +97.7% |
| YTD | +54.1% | -17.0% | +71.0% | +73.0% |
| 1Y | +67.8% | -16.4% | +84.2% | +87.0% |
| 3Y | +311.4% | +14.5% | +296.9% | +249.0% |
| 5Y | +324.8% | +41.7% | +283.0% | +200.8% |
| All | +252.6% | +47.2% | +205.4% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling