+176.7%
MDB vs OTIS
+114.5%
+62.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.2% |
| 7D | +3.0% | -2.9% | +5.8% | +4.2% |
| 30D | -11.3% | +16.1% | -27.4% | -17.4% |
| 3M | -23.0% | +6.7% | -29.8% | -25.8% |
| 6M | +14.8% | +6.0% | +8.8% | +10.3% |
| YTD | -19.4% | -9.8% | -9.7% | -16.6% |
| 1Y | -9.0% | -12.3% | +3.4% | -4.6% |
| 3Y | -10.3% | -0.2% | -10.0% | -16.3% |
| 5Y | -38.4% | +1.0% | -39.3% | -43.8% |
| All | +176.7% | +114.5% | +62.2% | +153.0% |
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