-12.1%
OTIS vs MLM
-16.0%
+3.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | +12.8% | +9.0% | +3.8% | +9.8% |
| 3M | +7.4% | -5.6% | +12.9% | +9.2% |
| 6M | +7.7% | -10.7% | +18.4% | +11.3% |
| YTD | -9.3% | -17.2% | +7.9% | -6.0% |
| 1Y | -12.1% | -14.2% | +2.1% | -10.1% |
| All | -12.1% | -16.0% | +3.9% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling