+111.5%
SLV vs MULL
+2,481.0%
-2,369.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.5% |
| 7D | +2.5% | +14.0% | -11.5% | +1.2% |
| 30D | +3.3% | +24.8% | -21.6% | +0.7% |
| 3M | -3.6% | -16.1% | +12.5% | -5.9% |
| 6M | -21.8% | +330.9% | -352.7% | -36.7% |
| YTD | -7.8% | +545.0% | -552.8% | -28.1% |
| 1Y | +58.3% | +2,427.1% | -2,368.9% | +9.5% |
| All | +111.5% | +2,481.0% | -2,369.5% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling