-5.6%
MDB vs OTIS
-10.9%
+5.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.2% |
| 7D | -18.0% | -0.8% | -17.2% | -17.9% |
| 30D | -10.7% | -4.7% | -6.0% | -10.1% |
| 3M | +1.0% | +1.2% | -0.3% | +0.6% |
| 6M | +31.6% | -20.5% | +52.1% | +38.8% |
| YTD | -15.2% | -18.4% | +3.3% | -11.0% |
| 1Y | +10.1% | -18.1% | +28.2% | +15.0% |
| 3Y | -5.6% | -10.6% | +4.9% | -18.1% |
| All | -5.6% | -10.9% | +5.2% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling