+303.5%
MXL vs OTIS
-14.9%
+318.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.2% |
| 7D | +1.6% | -0.7% | +2.4% | +0.9% |
| 30D | -7.0% | -2.0% | -5.0% | -8.5% |
| 3M | -33.4% | +2.6% | -36.0% | -30.8% |
| 6M | +260.2% | -20.9% | +281.1% | +269.1% |
| YTD | +260.0% | -17.1% | +277.1% | +258.5% |
| 1Y | +303.5% | -15.9% | +319.4% | +271.0% |
| All | +303.5% | -14.9% | +318.4% | +271.0% |
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