+4.3%
OTIS vs MLM
+23.5%
-19.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.1% |
| 7D | +4.2% | -4.1% | +8.4% | +6.0% |
| 30D | +20.1% | +8.2% | +11.9% | +16.2% |
| 3M | +7.6% | -3.6% | +11.2% | +8.9% |
| 6M | +4.2% | -15.6% | +19.7% | +11.0% |
| YTD | -8.1% | -16.4% | +8.3% | -2.4% |
| 1Y | -11.5% | -14.3% | +2.8% | -7.1% |
| 3Y | +3.8% | +19.3% | -15.5% | -8.6% |
| All | +4.3% | +23.5% | -19.2% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling