-7.7%
MDB vs OTIS
-9.8%
+2.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -0.7% |
| 7D | -16.5% | +9.5% | -26.0% | -13.8% |
| 30D | -8.6% | +21.1% | -29.7% | -3.1% |
| 3M | -13.6% | +9.0% | -22.6% | -10.1% |
| 6M | +24.1% | +6.4% | +17.6% | +30.6% |
| YTD | -21.8% | -7.1% | -14.6% | -12.4% |
| 1Y | -7.7% | -10.1% | +2.4% | -2.5% |
| All | -7.7% | -9.8% | +2.1% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling