+871.5%
MU vs SLV
+126.2%
+745.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | +0.3% |
| 7D | -15.2% | +3.7% | -18.9% | -16.5% |
| 30D | -29.5% | -15.2% | -14.4% | -24.8% |
| 3M | -15.8% | -21.8% | +6.0% | -7.2% |
| 6M | -2.9% | -36.3% | +33.5% | +14.8% |
| YTD | +154.2% | -27.8% | +182.1% | +165.7% |
| 1Y | +186.6% | +1.5% | +185.1% | +151.4% |
| 3Y | +871.5% | +128.5% | +743.0% | +575.3% |
| All | +871.5% | +126.2% | +745.3% | +575.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling