+134.5%
MCHP vs SLV
+172.6%
-38.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | 0.0% |
| 7D | +5.7% | -5.8% | +11.6% | +7.6% |
| 30D | -13.4% | -12.1% | -1.3% | -10.2% |
| 3M | -20.1% | -24.1% | +4.0% | -13.7% |
| 6M | -35.5% | -44.4% | +8.9% | -24.5% |
| YTD | -1.6% | -31.5% | +29.9% | +3.5% |
| 1Y | +15.5% | -6.9% | +22.4% | +9.4% |
| 3Y | -13.2% | +116.0% | -129.2% | -38.3% |
| 5Y | -17.5% | +88.4% | -105.9% | -40.2% |
| All | +134.5% | +172.6% | -38.0% | +31.7% |
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