+339.6%
SLV vs MCO
+873.6%
-534.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.4% |
| 7D | +2.8% | -3.1% | +5.9% | +3.2% |
| 30D | +2.2% | -0.5% | +2.7% | +2.2% |
| 3M | +2.9% | +5.7% | -2.8% | +2.1% |
| 6M | -22.4% | +3.0% | -25.4% | -22.8% |
| YTD | -5.7% | -6.5% | +0.7% | -5.4% |
| 1Y | +63.3% | -5.8% | +69.1% | +63.6% |
| 3Y | +189.0% | +43.1% | +145.9% | +174.7% |
| 5Y | +172.7% | +29.5% | +143.2% | +159.8% |
| 10Y | +235.3% | +388.8% | -153.5% | +179.0% |
| All | +339.6% | +873.6% | -534.0% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling