+25.2%
MCD vs SLV
+100.8%
-75.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | +7.3% | +3.7% | +3.6% | +7.1% |
| 30D | +20.0% | -15.2% | +35.1% | +20.5% |
| 3M | +3.8% | -21.8% | +25.6% | +4.5% |
| 6M | +3.8% | -36.3% | +40.1% | +5.1% |
| YTD | -5.9% | -27.8% | +22.0% | -6.0% |
| 1Y | -3.2% | +1.5% | -4.7% | -5.3% |
| 3Y | +13.3% | +128.5% | -115.2% | +3.5% |
| 5Y | +25.2% | +103.2% | -78.0% | +12.3% |
| All | +25.2% | +100.8% | -75.5% | +12.3% |
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