+333.1%
SLV vs MKC
+356.7%
-23.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | -0.3% | -5.9% | +5.5% | +0.6% |
| 30D | +6.7% | -0.9% | +7.6% | +6.7% |
| 3M | -10.7% | +12.7% | -23.4% | -12.8% |
| 6M | -20.6% | -19.3% | -1.3% | -18.0% |
| YTD | -7.1% | -22.2% | +15.0% | -3.6% |
| 1Y | +62.0% | -23.3% | +85.3% | +68.3% |
| 3Y | +169.8% | -30.0% | +199.8% | +182.5% |
| 5Y | +161.5% | -33.8% | +195.2% | +173.9% |
| 10Y | +224.4% | +24.4% | +200.0% | +200.1% |
| All | +333.1% | +356.7% | -23.6% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling