+2,772.8%
MPC vs OTIS
+93.9%
+2,678.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +3.0% |
| 7D | +3.9% | -0.8% | +4.6% | +4.2% |
| 30D | +33.8% | -4.7% | +38.5% | +36.5% |
| 3M | +49.9% | +1.2% | +48.6% | +48.1% |
| 6M | +80.9% | -20.5% | +101.5% | +99.1% |
| YTD | +147.4% | -18.4% | +165.9% | +167.7% |
| 1Y | +123.2% | -18.1% | +141.3% | +140.4% |
| 3Y | +171.7% | -10.6% | +182.3% | +168.0% |
| 5Y | +678.6% | -16.1% | +694.6% | +685.6% |
| All | +2,772.8% | +93.9% | +2,678.9% | +1,587.1% |
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