+252.6%
ZETA vs MTB
+76.7%
+176.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | +1.7% | +0.9% | +1.7% |
| 30D | +15.8% | -4.2% | +20.0% | +18.6% |
| 3M | +35.4% | +8.9% | +26.6% | +28.8% |
| 6M | +67.1% | +10.9% | +56.2% | +57.0% |
| YTD | +54.1% | +21.5% | +32.6% | +37.6% |
| 1Y | +67.8% | +21.9% | +45.9% | +49.6% |
| 3Y | +311.4% | +109.2% | +202.2% | +182.8% |
| 5Y | +324.8% | +102.0% | +222.8% | +214.2% |
| All | +252.6% | +76.7% | +176.0% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling