+254.1%
MP vs WELL
+456.7%
-202.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | +4.4% | -15.0% | -11.8% |
| 30D | -23.5% | +10.8% | -34.3% | -26.4% |
| 3M | -25.4% | +4.2% | -29.6% | -26.8% |
| 6M | -51.3% | +14.0% | -65.3% | -54.2% |
| YTD | -29.9% | +33.4% | -63.3% | -38.3% |
| 1Y | -31.8% | +32.4% | -64.3% | -39.8% |
| 3Y | +127.0% | +194.7% | -67.8% | +37.8% |
| 5Y | -3.3% | +226.5% | -229.7% | -44.6% |
| All | +254.1% | +456.7% | -202.6% | +65.4% |
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