+306.7%
MRVL vs OTIS
-13.8%
+320.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.0% |
| 7D | +8.7% | -5.0% | +13.7% | +9.9% |
| 30D | +6.9% | -6.5% | +13.4% | +8.4% |
| 3M | -10.1% | -2.0% | -8.2% | -10.5% |
| 6M | +143.4% | -20.2% | +163.6% | +158.1% |
| YTD | +167.5% | -21.0% | +188.4% | +182.8% |
| 1Y | +239.0% | -20.9% | +259.8% | +258.0% |
| All | +306.7% | -13.8% | +320.5% | +243.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling