+237.7%
SLV vs MDT
+225.1%
+12.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.5% |
| 30D | -14.2% | +10.5% | -24.7% | -15.7% |
| 3M | -20.3% | +13.0% | -33.3% | -22.1% |
| 6M | -40.2% | +38.7% | -78.9% | -43.8% |
| YTD | -27.6% | +8.5% | -36.1% | -29.0% |
| 1Y | +0.4% | +10.0% | -9.6% | -1.8% |
| 3Y | +129.4% | +58.6% | +70.7% | +108.9% |
| 5Y | +99.8% | -0.3% | +100.1% | +95.7% |
| 10Y | +183.2% | +61.3% | +122.0% | +149.1% |
| All | +237.7% | +225.1% | +12.7% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling