+349.3%
ZETA vs MTB
+103.4%
+245.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.1% | +1.1% | -1.1% | -0.6% |
| 30D | +10.5% | -4.6% | +15.1% | +13.4% |
| 3M | +44.3% | +6.3% | +38.1% | +39.0% |
| 6M | +59.4% | +15.6% | +43.8% | +45.9% |
| YTD | +49.5% | +20.6% | +28.9% | +33.6% |
| 1Y | +62.7% | +22.5% | +40.1% | +44.1% |
| 3Y | +274.6% | +114.4% | +160.2% | +151.4% |
| 5Y | +349.3% | +101.9% | +247.4% | +245.3% |
| All | +349.3% | +103.4% | +245.9% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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