+1,188.6%
MRVL vs OTIS
+91.3%
+1,097.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.1% |
| 7D | +5.6% | -3.0% | +8.6% | +7.3% |
| 30D | +8.8% | -6.0% | +14.8% | +12.2% |
| 3M | -15.9% | -0.9% | -15.0% | -16.4% |
| 6M | +161.3% | -17.3% | +178.6% | +185.9% |
| YTD | +178.2% | -19.6% | +197.8% | +207.0% |
| 1Y | +255.3% | -21.0% | +276.3% | +295.3% |
| 3Y | +323.1% | -12.1% | +335.2% | +322.4% |
| 5Y | +293.2% | -17.1% | +310.3% | +291.0% |
| All | +1,188.6% | +91.3% | +1,097.3% | +1,041.0% |
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 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