+621.7%
MCHP vs SLV
+363.7%
+258.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.7% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.1% | +6.7% | -10.8% | -5.2% |
| 3M | -22.5% | -10.7% | -11.8% | -21.0% |
| 6M | +7.3% | -20.6% | +27.9% | +11.1% |
| YTD | +18.4% | -7.1% | +25.5% | +17.0% |
| 1Y | +18.1% | +62.0% | -43.8% | +5.2% |
| 3Y | -2.8% | +169.8% | -172.6% | -21.1% |
| 5Y | +5.5% | +161.5% | -156.0% | -14.7% |
| 10Y | +185.8% | +224.4% | -38.6% | +119.1% |
| All | +621.7% | +363.7% | +258.0% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling