+5,975.2%
MU vs SLV
+215.2%
+5,760.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.5% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | +13.8% | +6.7% | +7.1% | +11.4% |
| 3M | +2.1% | -10.7% | +12.8% | +5.8% |
| 6M | +153.8% | -20.6% | +174.4% | +170.9% |
| YTD | +256.4% | -7.1% | +263.5% | +250.4% |
| 1Y | +719.8% | +62.0% | +657.8% | +578.5% |
| 3Y | +1,360.4% | +169.8% | +1,190.5% | +950.0% |
| 5Y | +1,312.4% | +161.5% | +1,151.0% | +902.4% |
| All | +5,975.2% | +215.2% | +5,760.1% | +3,424.6% |
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