+218.9%
SLV vs MUB
+17.9%
+201.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.9% |
| 30D | +3.3% | -1.5% | +4.8% | +5.3% |
| 3M | -3.6% | -1.9% | -1.7% | -1.1% |
| 6M | -21.8% | -1.7% | -20.1% | -19.9% |
| YTD | -7.8% | -0.8% | -7.1% | -6.6% |
| 1Y | +58.3% | +1.5% | +56.8% | +56.2% |
| 3Y | +182.6% | +8.8% | +173.8% | +156.1% |
| 5Y | +167.8% | +2.0% | +165.8% | +160.8% |
| 10Y | +218.9% | +18.0% | +200.9% | +167.1% |
| All | +218.9% | +17.9% | +201.0% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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