+41.0%
MDT vs OTIS
+93.9%
-52.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | +0.4% | -0.8% | +1.1% | +0.7% |
| 30D | +6.0% | -4.7% | +10.7% | +7.8% |
| 3M | +15.5% | +1.2% | +14.3% | +15.1% |
| 6M | +3.4% | -20.5% | +23.9% | +11.8% |
| YTD | -2.2% | -18.4% | +16.3% | +4.6% |
| 1Y | +2.6% | -18.1% | +20.7% | +9.3% |
| 3Y | +27.5% | -10.6% | +38.1% | +29.3% |
| 5Y | -20.1% | -16.1% | -4.0% | -18.7% |
| All | +41.0% | +93.9% | -52.9% | +12.6% |
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