+71.5%
SLV vs MULL
+1,100.2%
-1,028.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.3% | -9.6% | +1.5% |
| 7D | +5.6% | -27.1% | +32.7% | +7.8% |
| 30D | -12.1% | -54.2% | +42.1% | -6.5% |
| 3M | -16.3% | -42.0% | +25.7% | -13.4% |
| 6M | -34.1% | -43.5% | +9.4% | -35.1% |
| YTD | -25.3% | +199.9% | -225.2% | -38.2% |
| 1Y | +9.6% | +292.8% | -283.2% | -12.1% |
| All | +71.5% | +1,100.2% | -1,028.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling