+104.8%
SLV vs MULL
+2,366.2%
-2,261.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.3% | +4.0% | -4.4% |
| 7D | -5.0% | +3.6% | -8.6% | -5.4% |
| 30D | -1.8% | +22.0% | -23.8% | -4.0% |
| 3M | -0.3% | -8.6% | +8.4% | -3.4% |
| 6M | -28.2% | +248.5% | -276.7% | -40.7% |
| YTD | -10.7% | +516.3% | -527.0% | -30.1% |
| 1Y | +53.7% | +2,036.6% | -1,982.9% | +7.8% |
| All | +104.8% | +2,366.2% | -2,261.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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