+216.5%
SLV vs MCO
+385.7%
-169.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.0% |
| 7D | -5.0% | -7.3% | +2.3% | -3.8% |
| 30D | -1.8% | -1.7% | -0.1% | -1.5% |
| 3M | -0.3% | +3.9% | -4.2% | -1.1% |
| 6M | -28.2% | +3.8% | -32.0% | -28.9% |
| YTD | -10.7% | -7.9% | -2.8% | -10.0% |
| 1Y | +53.7% | -6.8% | +60.6% | +54.4% |
| 3Y | +173.7% | +40.9% | +132.7% | +151.9% |
| 5Y | +161.5% | +27.5% | +134.0% | +140.9% |
| All | +216.5% | +385.7% | -169.3% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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