+93.2%
OTIS vs MLM
+260.9%
-167.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | 0.0% |
| 7D | +4.2% | -4.1% | +8.4% | +5.8% |
| 30D | +20.1% | +8.2% | +11.9% | +16.7% |
| 3M | +7.6% | -3.6% | +11.2% | +8.8% |
| 6M | +4.2% | -15.6% | +19.7% | +10.1% |
| YTD | -8.1% | -16.4% | +8.3% | -3.0% |
| 1Y | -11.5% | -14.3% | +2.8% | -7.5% |
| 3Y | +3.8% | +19.3% | -15.5% | -5.3% |
| 5Y | +5.0% | +29.6% | -24.6% | -9.1% |
| All | +93.2% | +260.9% | -167.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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