+855.4%
MU vs WELL
+195.0%
+660.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | -22.0% | +4.4% | -26.4% | -21.7% |
| 30D | -36.6% | +10.8% | -47.4% | -36.2% |
| 3M | -21.7% | +4.2% | -25.9% | -21.4% |
| 6M | +3.5% | +14.0% | -10.5% | +4.1% |
| YTD | +141.9% | +33.4% | +108.5% | +136.1% |
| 1Y | +189.8% | +32.4% | +157.4% | +182.6% |
| 3Y | +855.4% | +194.7% | +660.6% | +746.8% |
| All | +855.4% | +195.0% | +660.4% | +746.8% |
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