+274.5%
MP vs WELL
+458.4%
-183.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.3% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | -11.7% | +6.8% | -18.5% | -13.9% |
| 3M | -30.8% | +6.7% | -37.5% | -32.5% |
| 6M | -42.9% | +13.8% | -56.7% | -46.2% |
| YTD | -25.9% | +33.8% | -59.7% | -34.8% |
| 1Y | -37.3% | +29.6% | -66.9% | -44.2% |
| 3Y | +150.7% | +203.1% | -52.4% | +50.5% |
| 5Y | -19.3% | +223.8% | -243.1% | -53.6% |
| All | +274.5% | +458.4% | -183.9% | +74.7% |
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