+239.5%
ZETA vs MXL
+97.0%
+142.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.8% | -2.8% |
| 7D | -3.7% | +18.9% | -22.6% | -7.3% |
| 30D | +5.7% | +0.3% | +5.4% | +4.6% |
| 3M | +50.4% | -8.0% | +58.5% | +43.7% |
| 6M | +65.5% | +341.2% | -275.8% | -13.4% |
| YTD | +48.3% | +327.8% | -279.5% | -22.2% |
| 1Y | +45.4% | +364.9% | -319.5% | -26.4% |
| 3Y | +270.8% | +229.2% | +41.5% | +78.1% |
| 5Y | +336.1% | +42.8% | +293.4% | +214.0% |
| All | +239.5% | +97.0% | +142.5% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling