+32.1%
ZETA vs MULL
+1,303.2%
-1,271.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +26.5% | +43.3% | -16.8% | +21.9% |
| 30D | +10.3% | -37.4% | +47.7% | +13.8% |
| 3M | +30.5% | -36.8% | +67.4% | +33.3% |
| 6M | +129.4% | -36.9% | +166.2% | +111.3% |
| YTD | +83.1% | +250.7% | -167.5% | +12.6% |
| 1Y | +82.1% | +337.6% | -255.5% | +4.2% |
| All | +32.1% | +1,303.2% | -1,271.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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