+71.4%
OTIS vs MKC
-12.2%
+83.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.8% | -4.3% | +3.6% | +0.6% |
| 30D | -4.7% | -2.0% | -2.7% | -4.2% |
| 3M | +1.2% | +10.0% | -8.8% | -2.0% |
| 6M | -20.5% | -18.5% | -2.0% | -15.6% |
| YTD | -18.4% | -22.4% | +4.0% | -12.4% |
| 1Y | -18.1% | -23.6% | +5.5% | -11.8% |
| 3Y | -10.6% | -30.4% | +19.9% | -1.2% |
| 5Y | -16.1% | -34.2% | +18.1% | -6.9% |
| All | +71.4% | -12.2% | +83.7% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling