+341.6%
ZETA vs MXL
+29.7%
+311.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.1% |
| 7D | -6.5% | +16.6% | -23.1% | -9.6% |
| 30D | +4.8% | +0.5% | +4.4% | +3.6% |
| 3M | +53.3% | -3.6% | +57.0% | +44.1% |
| 6M | +66.8% | +328.0% | -261.2% | -13.4% |
| YTD | +50.2% | +297.8% | -247.6% | -20.7% |
| 1Y | +62.0% | +339.4% | -277.4% | -17.9% |
| 3Y | +276.4% | +201.7% | +74.6% | +82.6% |
| 5Y | +341.6% | +32.8% | +308.9% | +240.7% |
| All | +341.6% | +29.7% | +311.9% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling