+18.1%
MCHP vs OTIS
-14.9%
+33.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -4.1% | -2.0% | -2.1% | -3.5% |
| 3M | -22.5% | +2.6% | -25.1% | -23.9% |
| 6M | +7.3% | -20.9% | +28.2% | +16.5% |
| YTD | +18.4% | -17.1% | +35.5% | +26.2% |
| 1Y | +18.1% | -15.9% | +34.0% | +29.6% |
| All | +18.1% | -14.9% | +33.1% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling