-1.5%
MCD vs OTIS
-10.9%
+9.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.6% |
| 7D | -2.0% | -0.8% | -1.3% | -1.8% |
| 30D | -6.1% | -4.7% | -1.4% | -4.7% |
| 3M | -7.3% | +1.2% | -8.5% | -7.6% |
| 6M | -20.9% | -20.5% | -0.4% | -15.7% |
| YTD | -14.7% | -18.4% | +3.8% | -9.8% |
| 1Y | -16.1% | -18.1% | +2.0% | -11.5% |
| 3Y | -1.5% | -10.6% | +9.1% | +0.1% |
| All | -1.5% | -10.9% | +9.4% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling