+33.7%
ZETA vs MULL
+1,351.1%
-1,317.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +24.0% | -16.4% | +5.2% |
| 7D | +18.8% | -2.5% | +21.3% | +18.1% |
| 30D | +12.6% | -40.1% | +52.7% | +16.6% |
| 3M | +29.5% | -28.2% | +57.7% | +30.4% |
| 6M | +128.6% | -39.6% | +168.2% | +112.4% |
| YTD | +85.5% | +262.6% | -177.2% | +13.6% |
| 1Y | +90.6% | +366.2% | -275.6% | +8.0% |
| All | +33.7% | +1,351.1% | -1,317.4% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling