-12.1%
OTIS vs MKC
-31.4%
+19.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.0% | -1.5% | -1.5% | -2.7% |
| 30D | -6.0% | -3.1% | -2.9% | -5.5% |
| 3M | -0.9% | +5.2% | -6.1% | -1.8% |
| 6M | -17.3% | -12.8% | -4.5% | -15.2% |
| YTD | -19.6% | -23.3% | +3.7% | -15.8% |
| 1Y | -21.0% | -24.1% | +3.1% | -17.3% |
| 3Y | -12.1% | -32.1% | +20.0% | -6.4% |
| All | -12.1% | -31.4% | +19.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling