+193.4%
MCD vs SLV
+172.6%
+20.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -1.6% | -5.8% | +4.2% | -1.2% |
| 30D | +14.1% | -12.1% | +26.3% | +15.3% |
| 3M | +0.6% | -24.1% | +24.7% | +2.7% |
| 6M | 0.0% | -44.4% | +44.4% | +4.7% |
| YTD | -9.3% | -31.5% | +22.2% | -8.8% |
| 1Y | -9.3% | -6.9% | -2.4% | -12.5% |
| 3Y | +8.6% | +116.0% | -107.4% | -8.0% |
| 5Y | +21.9% | +88.4% | -66.5% | +4.5% |
| All | +193.4% | +172.6% | +20.9% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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