+156.8%
MPWR vs OTIS
-14.6%
+171.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.1% |
| 30D | -13.1% | -4.7% | -8.3% | -10.1% |
| 3M | -21.7% | +1.2% | -23.0% | -23.6% |
| 6M | +19.5% | -20.5% | +40.0% | +40.3% |
| YTD | +34.9% | -18.4% | +53.4% | +53.7% |
| 1Y | +42.0% | -18.1% | +60.0% | +60.2% |
| 3Y | +148.8% | -10.6% | +159.4% | +137.0% |
| 5Y | +156.8% | -16.1% | +172.9% | +137.2% |
| All | +156.8% | -14.6% | +171.4% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling