+121.7%
MPC vs OTIS
-18.7%
+140.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.2% |
| 7D | +3.2% | -2.2% | +5.4% | +2.7% |
| 30D | +25.0% | -4.3% | +29.4% | +23.8% |
| 3M | +55.2% | -2.2% | +57.3% | +54.6% |
| 6M | +86.4% | -19.9% | +106.3% | +84.5% |
| YTD | +148.5% | -19.3% | +167.8% | +142.9% |
| 1Y | +121.7% | -19.6% | +141.3% | +116.8% |
| All | +121.7% | -18.7% | +140.4% | +116.8% |
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