+101.0%
MMM vs OTIS
+115.8%
-14.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | +12.1% | +12.8% | -0.6% | +6.3% |
| 3M | +1.4% | +7.4% | -6.0% | -1.9% |
| 6M | +26.6% | +7.7% | +18.9% | +22.1% |
| YTD | +16.8% | -9.3% | +26.1% | +21.4% |
| 1Y | +10.1% | -12.1% | +22.2% | +16.0% |
| 3Y | +158.4% | +0.6% | +157.8% | +153.9% |
| 5Y | +43.1% | -1.1% | +44.2% | +40.0% |
| All | +101.0% | +115.8% | -14.7% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling