+120.9%
MPC vs OTIS
-14.9%
+135.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.2% |
| 7D | +5.4% | -0.7% | +6.2% | +5.3% |
| 30D | +31.0% | -2.0% | +33.0% | +30.4% |
| 3M | +46.0% | +2.6% | +43.5% | +47.2% |
| 6M | +77.3% | -20.9% | +98.2% | +78.0% |
| YTD | +141.9% | -17.1% | +159.0% | +138.2% |
| 1Y | +120.9% | -15.9% | +136.8% | +117.8% |
| All | +120.9% | -14.9% | +135.8% | +117.8% |
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 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