+134.5%
MCHP vs WELL
+463.2%
-328.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -13.4% | +5.7% | -19.1% | -15.4% |
| 3M | -20.1% | +4.6% | -24.8% | -21.8% |
| 6M | -35.5% | +11.9% | -47.4% | -39.2% |
| YTD | -1.6% | +33.6% | -35.1% | -13.8% |
| 1Y | +15.5% | +29.8% | -14.3% | +2.0% |
| 3Y | -13.2% | +202.2% | -215.3% | -47.2% |
| 5Y | -17.5% | +223.2% | -240.7% | -51.8% |
| All | +134.5% | +463.2% | -328.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling