+78.8%
MMM vs WELL
+475.7%
-396.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +7.0% | +3.0% | +3.9% | +6.3% |
| 30D | +18.4% | +10.2% | +8.2% | +15.8% |
| 3M | +4.5% | +6.1% | -1.6% | +3.0% |
| 6M | +33.4% | +16.6% | +16.8% | +28.3% |
| YTD | +20.0% | +35.3% | -15.4% | +11.2% |
| 1Y | +15.0% | +31.5% | -16.4% | +7.3% |
| 3Y | +165.0% | +206.5% | -41.5% | +101.1% |
| 5Y | +47.9% | +222.0% | -174.0% | +9.9% |
| All | +78.8% | +475.7% | -396.9% | +14.1% |
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