+132.7%
SLV vs MPC
+187.3%
-54.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.4% |
| 7D | +5.6% | -9.4% | +15.1% | +6.3% |
| 30D | -12.1% | -14.3% | +2.2% | -11.3% |
| 3M | -16.3% | +31.1% | -47.4% | -19.1% |
| 6M | -34.1% | +60.3% | -94.3% | -37.8% |
| YTD | -25.3% | +142.5% | -167.8% | -35.0% |
| 1Y | +9.6% | +104.6% | -95.0% | -1.8% |
| 3Y | +132.7% | +191.7% | -59.0% | +97.9% |
| All | +132.7% | +187.3% | -54.6% | +97.9% |
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