+170.9%
SLV vs MXL
+210.8%
-39.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.8% |
| 7D | -5.8% | +13.4% | -19.3% | -6.8% |
| 30D | -12.1% | -29.2% | +17.1% | -10.4% |
| 3M | -24.1% | -27.2% | +3.1% | -23.2% |
| 6M | -44.4% | -36.4% | -8.0% | -43.9% |
| YTD | -31.5% | +220.0% | -251.5% | -39.8% |
| 1Y | -6.9% | +304.8% | -311.7% | -19.6% |
| 3Y | +116.0% | +238.5% | -122.5% | +82.3% |
| 5Y | +88.4% | -18.8% | +107.2% | +69.8% |
| 10Y | +167.9% | +163.1% | +4.8% | +118.1% |
| All | +170.9% | +210.8% | -39.8% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling