+127.0%
MP vs WELL
+195.0%
-68.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | -10.5% | +4.4% | -15.0% | -10.5% |
| 30D | -23.5% | +10.8% | -34.3% | -23.8% |
| 3M | -25.4% | +4.2% | -29.6% | -25.5% |
| 6M | -51.3% | +14.0% | -65.3% | -51.7% |
| YTD | -29.9% | +33.4% | -63.3% | -33.1% |
| 1Y | -31.8% | +32.4% | -64.3% | -34.7% |
| 3Y | +127.0% | +194.7% | -67.8% | +43.1% |
| All | +127.0% | +195.0% | -68.0% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling