+216.5%
SLV vs MKC
+29.3%
+187.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -5.0% | -2.8% | -2.2% | -4.6% |
| 30D | -1.8% | -3.4% | +1.6% | -1.4% |
| 3M | -0.3% | +3.8% | -4.0% | -1.1% |
| 6M | -28.2% | -17.9% | -10.3% | -26.1% |
| YTD | -10.7% | -23.6% | +12.9% | -7.1% |
| 1Y | +53.7% | -23.1% | +76.8% | +59.6% |
| 3Y | +173.7% | -31.5% | +205.2% | +187.6% |
| 5Y | +161.5% | -33.1% | +194.6% | +172.9% |
| All | +216.5% | +29.3% | +187.2% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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