+178.1%
MDB vs OTIS
+113.5%
+64.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +11.6% | -3.0% | +14.5% | +12.9% |
| 30D | -8.9% | +14.0% | -22.9% | -14.5% |
| 3M | -22.4% | +4.9% | -27.3% | -24.6% |
| 6M | +10.1% | +5.4% | +4.7% | +6.0% |
| YTD | -19.0% | -10.2% | -8.8% | -16.0% |
| 1Y | -7.0% | -13.4% | +6.4% | -2.0% |
| 3Y | -9.8% | -0.7% | -9.1% | -15.8% |
| 5Y | -40.1% | -2.1% | -37.9% | -45.2% |
| All | +178.1% | +113.5% | +64.6% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling