+78.4%
MMM vs WELL
+475.0%
-396.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +17.4% | +7.8% | +9.6% | +15.4% |
| 3M | +3.6% | +10.2% | -6.6% | +1.2% |
| 6M | +33.0% | +16.4% | +16.7% | +28.0% |
| YTD | +19.6% | +35.2% | -15.5% | +11.0% |
| 1Y | +14.0% | +30.5% | -16.4% | +6.6% |
| 3Y | +164.3% | +206.1% | -41.8% | +100.7% |
| 5Y | +49.3% | +228.3% | -178.9% | +10.5% |
| 10Y | +78.4% | +468.3% | -390.0% | +13.8% |
| All | +78.4% | +475.0% | -396.6% | +13.8% |
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