+177.3%
SLV vs MDB
+929.6%
-752.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | -3.9% | +11.6% | -15.4% | -4.7% |
| 30D | -15.6% | -8.9% | -6.7% | -15.1% |
| 3M | -23.6% | -22.4% | -1.2% | -22.4% |
| 6M | -42.6% | +10.1% | -52.6% | -43.4% |
| YTD | -30.0% | -19.0% | -10.9% | -29.9% |
| 1Y | -6.6% | -7.0% | +0.4% | -7.5% |
| 3Y | +121.8% | -9.8% | +131.7% | +114.4% |
| 5Y | +92.7% | -40.1% | +132.7% | +84.1% |
| All | +177.3% | +929.6% | -752.3% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling