+214.0%
SLV vs MPWR
+1,606.4%
-1,392.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | -2.6% | +2.2% | 0.0% |
| 30D | +6.7% | -9.0% | +15.7% | +8.1% |
| 3M | -10.7% | -25.8% | +15.1% | -7.2% |
| 6M | -20.6% | +11.8% | -32.4% | -22.0% |
| YTD | -7.1% | +35.5% | -42.6% | -10.6% |
| 1Y | +62.0% | +45.3% | +16.7% | +54.3% |
| 3Y | +169.8% | +138.5% | +31.4% | +136.7% |
| 5Y | +161.5% | +152.8% | +8.7% | +121.1% |
| All | +214.0% | +1,606.4% | -1,392.4% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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