+235.3%
SLV vs MPC
+1,153.9%
-918.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.8% | +3.2% | -0.4% | +2.5% |
| 30D | +2.2% | +25.0% | -22.8% | 0.0% |
| 3M | +2.9% | +55.2% | -52.3% | -1.5% |
| 6M | -22.4% | +86.4% | -108.8% | -27.4% |
| YTD | -5.7% | +148.5% | -154.2% | -14.5% |
| 1Y | +63.3% | +121.7% | -58.4% | +49.7% |
| 3Y | +189.0% | +172.9% | +16.1% | +157.6% |
| 5Y | +172.7% | +679.9% | -507.3% | +118.5% |
| 10Y | +235.3% | +1,174.7% | -939.4% | +146.1% |
| All | +235.3% | +1,153.9% | -918.6% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling