+246.3%
ZETA vs MXL
+75.6%
+170.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.0% | -7.8% | -3.0% |
| 7D | -2.4% | +15.5% | -17.9% | -5.5% |
| 30D | +15.6% | -11.3% | +26.9% | +17.1% |
| 3M | +41.5% | -16.1% | +57.6% | +37.5% |
| 6M | +63.4% | +323.0% | -259.6% | -14.5% |
| YTD | +51.3% | +281.5% | -230.2% | -18.6% |
| 1Y | +65.8% | +319.3% | -253.5% | -14.2% |
| 3Y | +279.2% | +189.4% | +89.8% | +87.9% |
| 5Y | +341.8% | +26.0% | +315.8% | +226.4% |
| All | +246.3% | +75.6% | +170.7% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling