+1,120.1%
MRVL vs OTIS
+97.1%
+1,023.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.6% |
| 30D | +5.9% | -2.0% | +7.9% | +7.0% |
| 3M | -29.3% | +2.6% | -31.9% | -31.2% |
| 6M | +186.5% | -20.9% | +207.4% | +221.2% |
| YTD | +163.4% | -17.1% | +180.6% | +186.2% |
| 1Y | +249.5% | -15.9% | +265.4% | +275.5% |
| 3Y | +289.4% | -12.7% | +302.1% | +292.3% |
| 5Y | +270.2% | -15.7% | +286.0% | +263.7% |
| All | +1,120.1% | +97.1% | +1,023.0% | +963.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling