+421.0%
WELL vs MLM
+185.4%
+235.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.6% |
| 7D | +4.4% | -4.1% | +8.6% | +6.2% |
| 30D | +10.8% | +8.2% | +2.6% | +7.0% |
| 3M | +4.2% | -3.6% | +7.8% | +5.4% |
| 6M | +14.0% | -15.6% | +29.6% | +21.1% |
| YTD | +33.4% | -16.4% | +49.9% | +41.0% |
| 1Y | +32.4% | -14.3% | +46.8% | +38.2% |
| 3Y | +194.7% | +19.3% | +175.4% | +155.9% |
| 5Y | +226.5% | +29.6% | +196.9% | +165.0% |
| All | +421.0% | +185.4% | +235.6% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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