+173.5%
MDB vs OTIS
+115.8%
+57.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.1% |
| 7D | +6.8% | -1.3% | +8.1% | +7.4% |
| 30D | -6.2% | +12.8% | -19.0% | -11.4% |
| 3M | -29.2% | +7.4% | -36.6% | -31.9% |
| 6M | +10.3% | +7.7% | +2.6% | +5.2% |
| YTD | -20.4% | -9.3% | -11.1% | -17.8% |
| 1Y | -4.8% | -12.1% | +7.3% | -0.3% |
| 3Y | -11.6% | +0.6% | -12.2% | -17.9% |
| 5Y | -41.0% | -1.1% | -39.9% | -46.3% |
| All | +173.5% | +115.8% | +57.8% | +149.5% |
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