+753.8%
MPWR vs OTIS
+97.1%
+656.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -2.6% | -0.7% | -1.8% | -2.2% |
| 30D | -9.0% | -2.0% | -7.0% | -8.1% |
| 3M | -25.8% | +2.6% | -28.4% | -27.7% |
| 6M | +11.8% | -20.9% | +32.7% | +27.0% |
| YTD | +35.5% | -17.1% | +52.6% | +48.7% |
| 1Y | +45.3% | -15.9% | +61.2% | +57.4% |
| 3Y | +138.5% | -12.7% | +151.2% | +145.7% |
| 5Y | +152.8% | -15.7% | +168.5% | +155.4% |
| All | +753.8% | +97.1% | +656.7% | +623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling