+15.6%
MDLZ vs OTIS
-14.6%
+30.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +0.9% | +1.2% | -0.3% | +0.5% |
| 6M | +7.3% | -20.5% | +27.9% | +14.5% |
| YTD | +16.4% | -18.4% | +34.9% | +23.0% |
| 1Y | +3.0% | -18.1% | +21.0% | +8.4% |
| 3Y | -3.7% | -10.6% | +6.8% | -3.6% |
| 5Y | +15.6% | -16.1% | +31.7% | +11.7% |
| All | +15.6% | -14.6% | +30.2% | +11.7% |
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