+686.7%
MXL vs OTIS
+91.8%
+594.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +8.0% |
| 7D | +19.0% | -2.2% | +21.1% | +20.1% |
| 30D | +4.5% | -4.3% | +8.8% | +6.3% |
| 3M | -1.5% | -2.2% | +0.7% | -2.4% |
| 6M | +348.6% | -19.9% | +368.5% | +392.0% |
| YTD | +310.3% | -19.3% | +329.6% | +346.1% |
| 1Y | +344.7% | -19.6% | +364.3% | +383.9% |
| 3Y | +211.2% | -11.5% | +222.7% | +203.5% |
| 5Y | +34.8% | -16.8% | +51.6% | +33.1% |
| All | +686.7% | +91.8% | +594.9% | +522.7% |
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