+239.8%
SLV vs MLM
+543.2%
-303.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | -15.4% | +7.9% | -23.3% | -16.4% |
| 3M | -16.3% | -4.5% | -11.8% | -15.8% |
| 6M | -28.8% | -12.6% | -16.1% | -27.5% |
| YTD | -27.1% | -14.9% | -12.3% | -25.6% |
| 1Y | +7.5% | -13.1% | +20.6% | +9.4% |
| 3Y | +121.2% | +21.2% | +99.9% | +112.8% |
| 5Y | +110.0% | +32.0% | +78.0% | +97.2% |
| 10Y | +168.8% | +195.3% | -26.6% | +114.8% |
| All | +239.8% | +543.2% | -303.4% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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