+267.2%
SLV vs MXL
+249.5%
+17.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.6% |
| 7D | -0.3% | +1.6% | -2.0% | -0.5% |
| 30D | +6.7% | -7.0% | +13.7% | +6.9% |
| 3M | -10.7% | -33.4% | +22.7% | -9.4% |
| 6M | -20.6% | +260.2% | -280.8% | -30.4% |
| YTD | -7.1% | +260.0% | -267.1% | -18.4% |
| 1Y | +62.0% | +303.5% | -241.5% | +40.7% |
| 3Y | +169.8% | +160.4% | +9.4% | +132.5% |
| 5Y | +161.5% | +14.7% | +146.8% | +132.0% |
| 10Y | +224.4% | +215.6% | +8.8% | +163.3% |
| All | +267.2% | +249.5% | +17.7% | +174.9% |
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