+195.9%
SLV vs MDB
+892.0%
-696.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.3% |
| 7D | +5.6% | -0.9% | +6.6% | +5.7% |
| 30D | -12.1% | -15.2% | +3.1% | -11.0% |
| 3M | -16.3% | -17.9% | +1.6% | -15.4% |
| 6M | -34.1% | +9.3% | -43.4% | -35.0% |
| YTD | -25.3% | -22.0% | -3.3% | -24.9% |
| 1Y | +9.6% | -9.3% | +18.9% | +8.8% |
| 3Y | +132.7% | -10.4% | +143.1% | +125.1% |
| 5Y | +113.7% | -43.2% | +156.9% | +105.0% |
| All | +195.9% | +892.0% | -696.1% | +144.2% |
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