+48.7%
MDB vs OTIS
-21.8%
+70.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.2% |
| 7D | -17.4% | -0.7% | -16.7% | -17.6% |
| 30D | -2.0% | -2.0% | 0.0% | -2.4% |
| 3M | -3.0% | +2.6% | -5.6% | -1.8% |
| 6M | +48.7% | -20.9% | +69.6% | +64.6% |
| All | +48.7% | -21.8% | +70.5% | +64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling