+4,609.2%
MU vs SLV
+166.7%
+4,442.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.8% |
| 7D | +2.0% | -1.1% | +3.1% | +2.5% |
| 30D | -18.0% | -14.2% | -3.8% | -13.7% |
| 3M | -6.6% | -20.3% | +13.8% | +0.7% |
| 6M | +2.0% | -40.2% | +42.2% | +19.9% |
| YTD | +184.5% | -27.6% | +212.1% | +203.3% |
| 1Y | +236.9% | +0.4% | +236.4% | +222.3% |
| 3Y | +987.0% | +129.4% | +857.6% | +723.2% |
| 5Y | +1,014.6% | +99.8% | +914.8% | +756.2% |
| 10Y | +4,609.2% | +183.2% | +4,426.0% | +2,778.5% |
| All | +4,609.2% | +166.7% | +4,442.5% | +2,778.5% |
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 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