+333.1%
SLV vs MLM
+527.3%
-194.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.4% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | +6.7% | -6.8% | +13.5% | +7.8% |
| 3M | -10.7% | -11.2% | +0.5% | -9.2% |
| 6M | -20.6% | -21.8% | +1.2% | -17.7% |
| YTD | -7.1% | -17.0% | +9.8% | -4.7% |
| 1Y | +62.0% | -16.4% | +78.3% | +65.9% |
| 3Y | +169.8% | +14.5% | +155.3% | +161.8% |
| 5Y | +161.5% | +41.7% | +119.7% | +143.1% |
| 10Y | +224.4% | +200.0% | +24.4% | +158.5% |
| All | +333.1% | +527.3% | -194.2% | +151.8% |
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