+720.4%
MXL vs OTIS
+91.3%
+629.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.8% | +6.7% |
| 7D | +18.9% | -3.0% | +21.8% | +20.5% |
| 30D | +0.3% | -6.0% | +6.3% | +3.0% |
| 3M | -8.0% | -0.9% | -7.2% | -9.5% |
| 6M | +341.2% | -17.3% | +358.6% | +375.0% |
| YTD | +327.8% | -19.6% | +347.4% | +366.0% |
| 1Y | +364.9% | -21.0% | +385.9% | +411.8% |
| 3Y | +229.2% | -12.1% | +241.3% | +222.5% |
| 5Y | +42.8% | -17.1% | +59.9% | +41.3% |
| All | +720.4% | +91.3% | +629.1% | +550.6% |
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 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