+3,971.9%
MU vs SLV
+170.8%
+3,801.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | -22.0% | +5.1% | -27.1% | -23.4% |
| 30D | -36.6% | -12.9% | -23.7% | -33.7% |
| 3M | -21.7% | -16.1% | -5.6% | -17.2% |
| 6M | +3.5% | -33.2% | +36.7% | +17.8% |
| YTD | +141.9% | -27.2% | +169.2% | +157.4% |
| 1Y | +189.8% | +7.6% | +182.2% | +172.0% |
| 3Y | +855.4% | +122.3% | +733.0% | +633.6% |
| 5Y | +869.2% | +109.7% | +759.5% | +638.6% |
| All | +3,971.9% | +170.8% | +3,801.2% | +2,298.7% |
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