+11.1%
ZETA vs MULL
+2,561.4%
-2,550.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.8% | -15.9% | -5.2% |
| 7D | +2.7% | +17.3% | -14.7% | +1.0% |
| 30D | +15.8% | +23.5% | -7.7% | +12.9% |
| 3M | +35.4% | -24.0% | +59.4% | +29.9% |
| 6M | +67.1% | +276.7% | -209.6% | +15.5% |
| YTD | +54.1% | +565.1% | -511.0% | -9.2% |
| 1Y | +67.8% | +2,802.6% | -2,734.8% | -31.7% |
| All | +11.1% | +2,561.4% | -2,550.3% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling