+97.4%
MCD vs OTIS
+91.8%
+5.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | -6.7% | -4.3% | -2.4% | -5.4% |
| 3M | -9.6% | -2.2% | -7.4% | -9.0% |
| 6M | -22.3% | -19.9% | -2.4% | -16.9% |
| YTD | -15.4% | -19.3% | +3.9% | -9.9% |
| 1Y | -16.8% | -19.6% | +2.8% | -11.4% |
| 3Y | -2.4% | -11.5% | +9.1% | -0.2% |
| 5Y | +19.4% | -16.8% | +36.1% | +22.1% |
| All | +97.4% | +91.8% | +5.6% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded OTIS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling