+167.7%
MRK vs OTIS
+93.9%
+73.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.9% | -0.8% | -0.2% | -0.8% |
| 30D | +15.5% | -4.7% | +20.2% | +16.6% |
| 3M | +25.1% | +1.2% | +23.9% | +24.7% |
| 6M | +30.1% | -20.5% | +50.6% | +35.9% |
| YTD | +43.1% | -18.4% | +61.6% | +48.6% |
| 1Y | +82.5% | -18.1% | +100.5% | +89.3% |
| 3Y | +49.3% | -10.6% | +59.9% | +51.1% |
| 5Y | +130.3% | -16.1% | +146.3% | +133.8% |
| All | +167.7% | +93.9% | +73.8% | +122.6% |
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