+213.3%
MCD vs SLV
+163.3%
+50.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.5% |
| 7D | +7.3% | +3.7% | +3.6% | +7.0% |
| 30D | +20.0% | -15.2% | +35.1% | +21.4% |
| 3M | +3.8% | -21.8% | +25.6% | +5.7% |
| 6M | +3.8% | -36.3% | +40.1% | +7.2% |
| YTD | -5.9% | -27.8% | +22.0% | -5.8% |
| 1Y | -3.2% | +1.5% | -4.7% | -7.3% |
| 3Y | +13.3% | +128.5% | -115.2% | -4.2% |
| 5Y | +25.2% | +103.2% | -78.0% | +6.7% |
| 10Y | +213.3% | +164.7% | +48.6% | +122.7% |
| All | +213.3% | +163.3% | +50.0% | +122.7% |
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