+116.0%
SLV vs MMM
+158.4%
-42.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -5.8% | -0.4% | -5.5% | -5.8% |
| 30D | -12.1% | +12.1% | -24.3% | -13.6% |
| 3M | -24.1% | +1.4% | -25.5% | -24.4% |
| 6M | -44.4% | +26.6% | -71.0% | -46.3% |
| YTD | -31.5% | +16.8% | -48.3% | -33.5% |
| 1Y | -6.9% | +10.1% | -17.0% | -9.4% |
| 3Y | +116.0% | +158.4% | -42.4% | +94.3% |
| All | +116.0% | +158.4% | -42.4% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 3y: compounded portfolio wealth divided by compounded MMM 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…
3y analysis · Full analysis span regression · 6 months rolling