+9.1%
MDB vs OTIS
-19.7%
+28.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -2.8% |
| 7D | -1.8% | -3.0% | +1.2% | -2.2% |
| 30D | -17.3% | -6.0% | -11.3% | -18.1% |
| 3M | +2.2% | -0.9% | +3.1% | +2.5% |
| 6M | +33.9% | -17.3% | +51.2% | +34.1% |
| YTD | -13.7% | -19.6% | +5.9% | -10.7% |
| 1Y | +9.1% | -21.0% | +30.1% | +11.4% |
| All | +9.1% | -19.7% | +28.8% | +11.4% |
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