+2,881.7%
MPC vs OTIS
+113.5%
+2,768.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.7% |
| 7D | +9.4% | -3.0% | +12.4% | +10.8% |
| 30D | -13.4% | +14.0% | -27.4% | -18.6% |
| 3M | +18.9% | +4.9% | +14.0% | +15.7% |
| 6M | +64.9% | +5.4% | +59.5% | +59.4% |
| YTD | +156.8% | -10.2% | +167.0% | +165.0% |
| 1Y | +113.2% | -13.4% | +126.6% | +124.1% |
| 3Y | +201.8% | -0.7% | +202.5% | +183.0% |
| 5Y | +601.4% | -2.1% | +603.5% | +549.7% |
| All | +2,881.7% | +113.5% | +2,768.2% | +1,570.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling