+122.3%
SLV vs MPC
+160.2%
-37.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +5.1% | -16.2% | +21.3% | +6.3% |
| 30D | -12.9% | -15.7% | +2.8% | -12.1% |
| 3M | -16.1% | +24.9% | -41.0% | -18.6% |
| 6M | -33.2% | +52.7% | -85.8% | -36.8% |
| YTD | -27.2% | +131.9% | -159.1% | -36.6% |
| 1Y | +7.6% | +96.6% | -89.0% | -3.5% |
| 3Y | +122.3% | +163.8% | -41.4% | +90.1% |
| All | +122.3% | +160.2% | -37.8% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling