+392.1%
WELL vs MDB
+892.0%
-499.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | +0.6% |
| 7D | +3.5% | -0.9% | +4.4% | +3.5% |
| 30D | +9.7% | -15.2% | +24.9% | +10.7% |
| 3M | +4.8% | -17.9% | +22.7% | +5.6% |
| 6M | +16.1% | +9.3% | +6.8% | +13.6% |
| YTD | +34.7% | -22.0% | +56.7% | +34.5% |
| 1Y | +31.9% | -9.3% | +41.3% | +29.7% |
| 3Y | +209.9% | -10.4% | +220.2% | +195.4% |
| 5Y | +226.5% | -43.2% | +269.8% | +209.4% |
| All | +392.1% | +892.0% | -499.9% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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