+82.1%
ZETA vs MULL
+337.5%
-255.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.1% |
| 7D | +26.5% | +43.3% | -16.8% | +25.1% |
| 30D | +10.3% | -37.4% | +47.7% | +10.6% |
| 3M | +30.5% | -36.8% | +67.4% | +30.9% |
| 6M | +129.4% | -36.9% | +166.2% | +121.6% |
| YTD | +83.1% | +250.7% | -167.5% | +42.3% |
| 1Y | +82.1% | +337.6% | -255.5% | +33.6% |
| All | +82.1% | +337.5% | -255.4% | +33.6% |
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