+21.4%
MDLZ vs OTIS
+1.1%
+20.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.2% | +1.7% | +0.5% | +1.6% |
| 30D | +10.1% | +18.5% | -8.3% | +4.5% |
| 3M | +9.1% | +7.9% | +1.2% | +6.5% |
| 6M | +10.0% | +5.7% | +4.3% | +7.9% |
| YTD | +26.8% | -9.1% | +35.9% | +29.7% |
| 1Y | +22.5% | -11.6% | +34.1% | +26.3% |
| 3Y | +5.3% | +0.6% | +4.7% | +1.3% |
| 5Y | +21.4% | +1.8% | +19.6% | +11.2% |
| All | +21.4% | +1.1% | +20.3% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling