+22.7%
MCD vs SLV
+107.9%
-85.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.1% | +5.1% | +2.0% | +7.0% |
| 30D | +19.8% | -12.9% | +32.7% | +20.2% |
| 3M | +0.8% | -16.1% | +16.9% | +1.3% |
| 6M | -1.3% | -33.2% | +31.9% | -0.2% |
| YTD | -7.8% | -27.2% | +19.5% | -7.9% |
| 1Y | -5.0% | +7.6% | -12.6% | -7.3% |
| 3Y | +10.5% | +122.3% | -111.8% | +1.3% |
| All | +22.7% | +107.9% | -85.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling