+59.0%
MDLZ vs OTIS
+97.1%
-38.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -2.1% | -2.0% | -0.1% | -1.6% |
| 3M | +1.3% | +2.6% | -1.2% | +0.6% |
| 6M | +6.2% | -20.9% | +27.1% | +13.0% |
| YTD | +15.8% | -17.1% | +32.9% | +21.4% |
| 1Y | +4.1% | -15.9% | +20.0% | +8.6% |
| 3Y | -4.1% | -12.7% | +8.7% | -2.4% |
| 5Y | +13.4% | -15.7% | +29.1% | +14.0% |
| All | +59.0% | +97.1% | -38.1% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling