+8.6%
MCD vs SLV
+118.7%
-110.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -1.6% | -5.8% | +4.2% | -1.5% |
| 30D | +14.1% | -12.1% | +26.3% | +14.3% |
| 3M | +0.6% | -24.1% | +24.7% | +1.0% |
| 6M | 0.0% | -44.4% | +44.4% | +1.0% |
| YTD | -9.3% | -31.5% | +22.2% | -9.2% |
| 1Y | -9.3% | -6.9% | -2.4% | -10.3% |
| 3Y | +8.6% | +116.0% | -107.4% | +0.9% |
| All | +8.6% | +118.7% | -110.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling