+92.7%
OTIS vs MLM
+269.8%
-177.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.1% |
| 7D | +0.5% | -3.8% | +4.4% | +1.9% |
| 30D | +19.4% | +11.0% | +8.4% | +15.0% |
| 3M | +7.1% | -3.1% | +10.2% | +8.1% |
| 6M | +6.6% | -9.8% | +16.3% | +9.9% |
| YTD | -8.3% | -14.4% | +6.1% | -4.1% |
| 1Y | -11.6% | -12.6% | +1.0% | -8.3% |
| 3Y | +3.1% | +19.7% | -16.6% | -6.0% |
| 5Y | +2.5% | +29.8% | -27.3% | -11.5% |
| All | +92.7% | +269.8% | -177.1% | +22.8% |
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