+91.2%
OTIS vs MLM
+267.9%
-176.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | -2.9% | +4.6% | +2.7% |
| 30D | +18.5% | +10.4% | +8.0% | +14.2% |
| 3M | +7.9% | -3.7% | +11.6% | +9.1% |
| 6M | +5.7% | -10.3% | +16.0% | +9.3% |
| YTD | -9.1% | -14.8% | +5.8% | -4.7% |
| 1Y | -11.6% | -13.9% | +2.3% | -7.8% |
| 3Y | +0.6% | +18.4% | -17.8% | -8.0% |
| 5Y | +1.8% | +31.8% | -30.0% | -12.4% |
| All | +91.2% | +267.9% | -176.7% | +22.0% |
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