+74.2%
OTIS vs MLM
+258.5%
-184.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | -2.0% | -6.8% | +4.8% | +0.4% |
| 3M | +2.6% | -11.2% | +13.8% | +6.7% |
| 6M | -20.9% | -21.8% | +0.9% | -14.0% |
| YTD | -17.1% | -17.0% | -0.1% | -12.2% |
| 1Y | -15.9% | -16.4% | +0.5% | -11.4% |
| 3Y | -12.7% | +14.5% | -27.2% | -19.2% |
| 5Y | -15.7% | +41.7% | -57.5% | -29.0% |
| All | +74.2% | +258.5% | -184.3% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling