+219.9%
SLV vs MCK
+442.8%
-223.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.8% | -2.9% | +0.1% | -2.8% |
| 30D | -1.6% | +0.4% | -2.0% | -1.6% |
| 3M | -4.4% | +12.1% | -16.5% | -4.4% |
| 6M | -25.4% | -5.4% | -20.0% | -25.2% |
| YTD | -9.8% | +7.8% | -17.6% | -9.6% |
| 1Y | +53.8% | +22.9% | +30.8% | +53.2% |
| 3Y | +174.7% | +110.7% | +63.9% | +163.5% |
| 5Y | +164.3% | +346.2% | -181.9% | +138.9% |
| All | +219.9% | +442.8% | -223.0% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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