+98.0%
ZETA vs MULL
+322.2%
-224.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -1.5% |
| 7D | +18.1% | +24.5% | -6.4% | +17.4% |
| 30D | +13.6% | -35.5% | +49.1% | +14.0% |
| 3M | +23.7% | -44.8% | +68.5% | +24.3% |
| 6M | +128.5% | -45.5% | +173.9% | +123.1% |
| YTD | +80.1% | +232.5% | -152.4% | +44.8% |
| 1Y | +98.0% | +343.3% | -245.2% | +49.6% |
| All | +98.0% | +322.2% | -224.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling