+188.9%
MCHP vs SLV
+220.9%
-32.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -0.5% |
| 7D | -2.1% | -5.0% | +2.9% | -0.7% |
| 30D | -11.1% | -1.8% | -9.3% | -10.8% |
| 3M | -18.1% | -0.3% | -17.8% | -18.1% |
| 6M | +10.8% | -28.2% | +39.0% | +19.9% |
| YTD | +14.2% | -10.7% | +25.0% | +11.6% |
| 1Y | +13.5% | +53.7% | -40.2% | -7.8% |
| 3Y | -2.0% | +173.7% | -175.7% | -34.4% |
| 5Y | +1.4% | +161.5% | -160.1% | -32.6% |
| All | +188.9% | +220.9% | -32.0% | +54.7% |
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