-20.7%
MDLN vs OTIS
-20.1%
-0.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.7% |
| 7D | -11.1% | -3.0% | -8.1% | -9.4% |
| 30D | -8.4% | -6.0% | -2.3% | -4.9% |
| 3M | -12.4% | -0.9% | -11.5% | -11.2% |
| 6M | -23.3% | -17.3% | -5.9% | -16.9% |
| YTD | -22.5% | -19.6% | -3.0% | -13.5% |
| All | -20.7% | -20.1% | -0.5% | -11.8% |
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 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