+201.8%
MDB vs OTIS
+97.1%
+104.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -17.4% | -0.7% | -16.7% | -17.2% |
| 30D | -2.0% | -2.0% | 0.0% | -1.3% |
| 3M | -3.0% | +2.6% | -5.6% | -4.7% |
| 6M | +48.7% | -20.9% | +69.6% | +64.9% |
| YTD | -12.1% | -17.1% | +5.0% | -4.9% |
| 1Y | +14.5% | -15.9% | +30.4% | +22.4% |
| 3Y | -6.1% | -12.7% | +6.6% | -5.7% |
| 5Y | -27.3% | -15.7% | -11.6% | -30.6% |
| All | +201.8% | +97.1% | +104.7% | +188.6% |
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 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