+62.0%
MDLZ vs OTIS
+91.8%
-29.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | 0.0% | -2.2% | +2.1% | +0.5% |
| 30D | +1.4% | -4.3% | +5.8% | +2.7% |
| 3M | 0.0% | -2.2% | +2.2% | +0.6% |
| 6M | +9.1% | -19.9% | +29.0% | +15.8% |
| YTD | +17.9% | -19.3% | +37.3% | +24.6% |
| 1Y | +3.2% | -19.6% | +22.8% | +9.0% |
| 3Y | -2.5% | -11.5% | +9.0% | -1.2% |
| 5Y | +17.6% | -16.8% | +34.4% | +18.7% |
| All | +62.0% | +91.8% | -29.9% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling