+255.3%
MRVL vs OTIS
-19.7%
+275.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +4.1% |
| 7D | +5.6% | -3.0% | +8.6% | +5.3% |
| 30D | +8.8% | -6.0% | +14.8% | +8.0% |
| 3M | -15.9% | -0.9% | -15.0% | -16.6% |
| 6M | +161.3% | -17.3% | +178.6% | +162.2% |
| YTD | +178.2% | -19.6% | +197.8% | +175.4% |
| 1Y | +255.3% | -21.0% | +276.3% | +264.0% |
| All | +255.3% | -19.7% | +275.1% | +264.0% |
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