+9.1%
ZETA vs MULL
+2,481.0%
-2,471.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.5% |
| 7D | -2.4% | +14.0% | -16.4% | -3.8% |
| 30D | +15.6% | +24.8% | -9.2% | +12.5% |
| 3M | +41.5% | -16.1% | +57.6% | +34.6% |
| 6M | +63.4% | +330.9% | -267.5% | +10.0% |
| YTD | +51.3% | +545.0% | -493.7% | -10.6% |
| 1Y | +65.8% | +2,427.1% | -2,361.3% | -30.6% |
| All | +9.1% | +2,481.0% | -2,471.9% | -60.0% |
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