+196.5%
MDB vs OTIS
+91.3%
+105.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.9% |
| 7D | -1.8% | -3.0% | +1.2% | -0.5% |
| 30D | -17.3% | -6.0% | -11.3% | -15.1% |
| 3M | +2.2% | -0.9% | +3.1% | +2.1% |
| 6M | +33.9% | -17.3% | +51.2% | +45.0% |
| YTD | -13.7% | -19.6% | +5.9% | -5.4% |
| 1Y | +9.1% | -21.0% | +30.1% | +20.2% |
| 3Y | -8.1% | -12.1% | +4.0% | -8.6% |
| 5Y | -25.9% | -17.1% | -8.8% | -28.3% |
| All | +196.5% | +91.3% | +105.2% | +187.1% |
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 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