+237.4%
MP vs WELL
+457.6%
-220.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.7% |
| 7D | -19.0% | +5.3% | -24.2% | -20.3% |
| 30D | -30.5% | +8.7% | -39.2% | -32.6% |
| 3M | -29.6% | +3.8% | -33.4% | -30.7% |
| 6M | -50.4% | +15.4% | -65.8% | -53.6% |
| YTD | -33.2% | +33.7% | -66.9% | -41.3% |
| 1Y | -38.6% | +33.6% | -72.2% | -46.0% |
| 3Y | +105.5% | +194.2% | -88.7% | +24.9% |
| 5Y | -7.8% | +227.0% | -234.9% | -47.2% |
| All | +237.4% | +457.6% | -220.2% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling