+175.8%
SLV vs MDT
+62.9%
+112.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -2.5% |
| 7D | -5.8% | +1.0% | -6.9% | -6.0% |
| 30D | -12.1% | +9.2% | -21.3% | -13.4% |
| 3M | -24.1% | +14.5% | -38.6% | -25.9% |
| 6M | -44.4% | +37.3% | -81.7% | -47.5% |
| YTD | -31.5% | +9.8% | -41.3% | -32.8% |
| 1Y | -6.9% | +10.5% | -17.5% | -8.9% |
| 3Y | +116.0% | +57.4% | +58.6% | +97.7% |
| 5Y | +88.4% | +1.2% | +87.3% | +83.3% |
| All | +175.8% | +62.9% | +112.9% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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