+239.5%
ZETA vs MTUM
+90.3%
+149.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.7% |
| 7D | -3.7% | +0.7% | -4.4% | -4.7% |
| 30D | +5.7% | -2.4% | +8.2% | +8.3% |
| 3M | +50.4% | -3.6% | +54.1% | +49.1% |
| 6M | +65.5% | +23.7% | +41.8% | +12.5% |
| YTD | +48.3% | +22.9% | +25.4% | +2.0% |
| 1Y | +45.4% | +21.8% | +23.6% | +2.4% |
| 3Y | +270.8% | +114.4% | +156.3% | +21.6% |
| 5Y | +336.1% | +79.6% | +256.6% | +90.6% |
| All | +239.5% | +90.3% | +149.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling