-1.5%
MCD vs SLV
+174.2%
-175.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -6.0% | +6.7% | -12.7% | -6.2% |
| 3M | -5.6% | -10.7% | +5.1% | -5.4% |
| 6M | -21.9% | -20.6% | -1.3% | -21.6% |
| YTD | -14.7% | -7.1% | -7.6% | -15.2% |
| 1Y | -17.3% | +62.0% | -79.2% | -20.1% |
| All | -1.5% | +174.2% | -175.7% | -9.8% |
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