+69.6%
OTIS vs MDY
+222.9%
-153.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | -4.3% | -3.9% | -0.5% | -2.0% |
| 3M | -2.2% | 0.0% | -2.1% | -2.3% |
| 6M | -19.9% | +8.5% | -28.4% | -24.1% |
| YTD | -19.3% | +13.2% | -32.5% | -25.6% |
| 1Y | -19.6% | +15.0% | -34.6% | -26.7% |
| 3Y | -11.5% | +49.6% | -61.1% | -33.1% |
| 5Y | -16.8% | +46.0% | -62.8% | -36.5% |
| All | +69.6% | +222.9% | -153.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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