-3.7%
MDLZ vs OTIS
-10.9%
+7.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -1.6% | -4.7% | +3.2% | -0.4% |
| 3M | +0.9% | +1.2% | -0.3% | +0.6% |
| 6M | +7.3% | -20.5% | +27.9% | +12.7% |
| YTD | +16.4% | -18.4% | +34.9% | +21.4% |
| 1Y | +3.0% | -18.1% | +21.0% | +7.0% |
| 3Y | -3.7% | -10.6% | +6.8% | -4.4% |
| All | -3.7% | -10.9% | +7.2% | -4.4% |
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