+174.0%
MCHP vs OTIS
+91.8%
+82.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +0.3% | -2.2% | +2.5% | +1.6% |
| 30D | -9.8% | -4.3% | -5.4% | -7.6% |
| 3M | -19.7% | -2.2% | -17.5% | -19.3% |
| 6M | +13.6% | -19.9% | +33.5% | +27.7% |
| YTD | +16.5% | -19.3% | +35.9% | +30.3% |
| 1Y | +15.7% | -19.6% | +35.3% | +29.3% |
| 3Y | 0.0% | -11.5% | +11.5% | +6.3% |
| 5Y | +4.4% | -16.8% | +21.2% | +10.3% |
| All | +174.0% | +91.8% | +82.2% | +176.8% |
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