+379.2%
SLV vs MUB
+76.3%
+302.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.9% | +0.5% | +0.1% |
| 30D | +6.7% | -1.4% | +8.1% | +7.5% |
| 3M | -10.7% | -2.2% | -8.5% | -9.6% |
| 6M | -20.6% | -1.9% | -18.7% | -19.7% |
| YTD | -7.1% | -0.8% | -6.4% | -6.6% |
| 1Y | +62.0% | +2.7% | +59.2% | +60.2% |
| 3Y | +169.8% | +8.6% | +161.2% | +159.8% |
| 5Y | +161.5% | +2.0% | +159.4% | +157.5% |
| 10Y | +224.4% | +17.9% | +206.5% | +210.0% |
| All | +379.2% | +76.3% | +302.9% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling