+239.3%
SLV vs MMM
+372.5%
-133.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +5.1% | +6.2% | -1.1% | +3.9% |
| 30D | -12.9% | +14.2% | -27.1% | -15.0% |
| 3M | -16.1% | +2.9% | -19.0% | -16.6% |
| 6M | -33.2% | +27.6% | -60.7% | -36.2% |
| YTD | -27.2% | +17.3% | -44.5% | -29.5% |
| 1Y | +7.6% | +15.1% | -7.5% | +4.7% |
| 3Y | +122.3% | +157.1% | -34.8% | +84.4% |
| 5Y | +109.7% | +45.1% | +64.6% | +91.5% |
| 10Y | +168.4% | +83.9% | +84.6% | +125.6% |
| All | +239.3% | +372.5% | -133.1% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling