+182.0%
SLV vs MDY
+165.7%
+16.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -3.9% | +3.0% | -6.9% | -4.9% |
| 30D | -15.6% | +0.8% | -16.5% | -15.8% |
| 3M | -23.6% | -5.1% | -18.5% | -22.1% |
| 6M | -42.6% | +1.2% | -43.7% | -42.6% |
| YTD | -30.0% | +12.5% | -42.4% | -32.1% |
| 1Y | -6.6% | +13.8% | -20.4% | -9.7% |
| 3Y | +121.8% | +56.4% | +65.4% | +94.5% |
| 5Y | +92.7% | +35.3% | +57.3% | +73.8% |
| All | +182.0% | +165.7% | +16.3% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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