+620.5%
MCK vs OTIS
+91.3%
+529.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -2.9% | -3.0% | 0.0% | -2.1% |
| 30D | +0.4% | -6.0% | +6.4% | +2.1% |
| 3M | +12.1% | -0.9% | +13.0% | +12.2% |
| 6M | -5.4% | -17.3% | +11.9% | -0.7% |
| YTD | +7.8% | -19.6% | +27.3% | +13.8% |
| 1Y | +22.9% | -21.0% | +44.0% | +30.3% |
| 3Y | +110.7% | -12.1% | +122.8% | +112.9% |
| 5Y | +346.2% | -17.1% | +363.3% | +352.9% |
| All | +620.5% | +91.3% | +529.2% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling