+297.0%
MXL vs OTIS
-9.8%
+306.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.9% | -15.0% | -5.5% |
| 7D | -24.3% | +9.5% | -33.8% | -12.9% |
| 30D | -46.1% | +21.1% | -67.2% | -28.7% |
| 3M | -21.8% | +9.0% | -30.8% | -7.5% |
| 6M | -27.2% | +6.4% | -33.7% | -11.9% |
| YTD | +226.2% | -7.1% | +233.3% | +287.6% |
| 1Y | +297.0% | -10.1% | +307.1% | +375.2% |
| All | +297.0% | -9.8% | +306.8% | +375.2% |
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 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