+111.8%
MCD vs OTIS
+115.8%
-4.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -1.6% | -1.3% | -0.4% | -1.2% |
| 30D | +14.1% | +12.8% | +1.3% | +9.9% |
| 3M | +0.6% | +7.4% | -6.8% | -1.7% |
| 6M | 0.0% | +7.7% | -7.7% | -2.4% |
| YTD | -9.3% | -9.3% | 0.0% | -6.9% |
| 1Y | -9.3% | -12.1% | +2.8% | -6.1% |
| 3Y | +8.6% | +0.6% | +8.0% | +6.7% |
| 5Y | +21.9% | -1.1% | +23.0% | +18.4% |
| All | +111.8% | +115.8% | -4.0% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling