+66.2%
SLV vs MULL
+1,351.1%
-1,284.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +24.0% | -23.7% | -1.9% |
| 7D | -1.1% | -2.5% | +1.5% | -1.9% |
| 30D | -14.2% | -40.1% | +25.9% | -11.2% |
| 3M | -20.3% | -28.2% | +7.9% | -19.4% |
| 6M | -40.2% | -39.6% | -0.6% | -41.7% |
| YTD | -27.6% | +262.6% | -290.2% | -41.3% |
| 1Y | +0.4% | +366.2% | -365.8% | -20.9% |
| All | +66.2% | +1,351.1% | -1,284.9% | +13.4% |
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