+101.9%
MPC vs OTIS
-11.3%
+113.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.5% |
| 7D | -9.4% | +0.5% | -9.9% | -9.1% |
| 30D | -14.3% | +19.4% | -33.8% | -10.8% |
| 3M | +31.1% | +7.1% | +24.0% | +32.7% |
| 6M | +60.3% | +6.6% | +53.7% | +62.6% |
| YTD | +142.5% | -8.3% | +150.8% | +139.6% |
| All | +101.9% | -11.3% | +113.2% | +101.1% |
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 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