+27.0%
MMM vs OTIS
-14.6%
+41.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | -8.0% | -4.7% | -3.3% | -5.6% |
| 3M | +9.4% | +1.2% | +8.1% | +8.2% |
| 6M | +10.2% | -20.5% | +30.8% | +24.7% |
| YTD | +6.1% | -18.4% | +24.6% | +18.1% |
| 1Y | +10.8% | -18.1% | +28.9% | +22.9% |
| 3Y | +104.8% | -10.6% | +115.3% | +109.5% |
| 5Y | +27.0% | -16.1% | +43.1% | +28.6% |
| All | +27.0% | -14.6% | +41.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling