+264.9%
SLV vs MDB
+978.8%
-713.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +2.5% | -18.0% | +20.5% | +4.0% |
| 30D | +3.3% | -10.7% | +14.0% | +3.9% |
| 3M | -3.6% | +1.0% | -4.6% | -4.0% |
| 6M | -21.8% | +31.6% | -53.4% | -24.0% |
| YTD | -7.8% | -15.2% | +7.3% | -7.8% |
| 1Y | +58.3% | +10.1% | +48.2% | +55.1% |
| 3Y | +182.6% | -5.6% | +188.2% | +172.3% |
| 5Y | +167.8% | -24.5% | +192.3% | +151.6% |
| All | +264.9% | +978.8% | -713.9% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MDB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling