+161.5%
SLV vs MXL
+29.7%
+131.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -5.1% |
| 7D | -5.0% | +16.6% | -21.7% | -6.2% |
| 30D | -1.8% | +0.5% | -2.3% | -2.1% |
| 3M | -0.3% | -3.6% | +3.4% | -1.5% |
| 6M | -28.2% | +328.0% | -356.2% | -39.7% |
| YTD | -10.7% | +297.8% | -308.6% | -24.2% |
| 1Y | +53.7% | +339.4% | -285.7% | +28.8% |
| 3Y | +173.7% | +201.7% | -28.1% | +125.5% |
| 5Y | +161.5% | +32.8% | +128.7% | +117.5% |
| All | +161.5% | +29.7% | +131.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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