+235.3%
SLV vs MDT
+38.9%
+196.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +2.2% | +2.8% | -0.6% | +1.7% |
| 3M | +2.9% | +13.1% | -10.2% | +0.5% |
| 6M | -22.4% | +2.3% | -24.8% | -22.9% |
| YTD | -5.7% | -2.7% | -3.1% | -5.6% |
| 1Y | +63.3% | +0.9% | +62.5% | +62.2% |
| 3Y | +189.0% | +26.8% | +162.2% | +174.0% |
| 5Y | +172.7% | -19.5% | +192.1% | +175.3% |
| 10Y | +235.3% | +40.6% | +194.7% | +211.0% |
| All | +235.3% | +38.9% | +196.4% | +211.0% |
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