+63.3%
SLV vs MULL
+2,529.3%
-2,466.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +1.7% |
| 7D | +2.8% | +14.8% | -12.0% | +1.2% |
| 30D | +2.2% | +36.6% | -34.4% | -1.5% |
| 3M | +2.9% | -8.9% | +11.8% | -0.9% |
| 6M | -22.4% | +311.9% | -334.4% | -39.3% |
| YTD | -5.7% | +579.8% | -585.6% | -29.0% |
| 1Y | +63.3% | +2,421.5% | -2,358.2% | +13.7% |
| All | +63.3% | +2,529.3% | -2,466.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling