+37.0%
MDT vs WELL
+356.7%
-319.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +0.2% | +2.3% | -2.1% | -0.6% |
| 3M | +14.3% | +12.3% | +2.0% | +9.8% |
| 6M | +4.0% | +15.6% | -11.6% | -1.3% |
| YTD | -3.7% | +28.3% | -32.0% | -11.9% |
| 1Y | -0.4% | +41.9% | -42.3% | -12.0% |
| 3Y | +23.3% | +198.3% | -175.0% | -16.2% |
| 5Y | -18.9% | +206.4% | -225.3% | -46.2% |
| All | +37.0% | +356.7% | -319.7% | -22.4% |
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