-18.3%
MDT vs OTIS
-19.0%
+0.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -1.6% | -5.0% | +3.4% | +0.4% |
| 30D | +1.0% | -6.5% | +7.5% | +3.6% |
| 3M | +15.2% | -2.0% | +17.1% | +16.1% |
| 6M | +3.7% | -20.2% | +23.9% | +12.4% |
| YTD | -3.0% | -21.0% | +18.0% | +5.3% |
| 1Y | +2.5% | -20.9% | +23.3% | +10.9% |
| 3Y | +26.5% | -13.3% | +39.8% | +28.2% |
| 5Y | -18.3% | -18.5% | +0.2% | -17.7% |
| All | -18.3% | -19.0% | +0.7% | -17.7% |
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