+468.3%
WELL vs MLM
+140.5%
+327.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +0.1% | -5.8% | +5.9% | +2.7% |
| 30D | +7.8% | +9.8% | -2.1% | +3.3% |
| 3M | +10.2% | -5.2% | +15.4% | +12.3% |
| 6M | +16.4% | -10.3% | +26.6% | +20.5% |
| YTD | +35.2% | -15.5% | +50.6% | +42.3% |
| 1Y | +30.5% | -15.0% | +45.5% | +36.9% |
| 3Y | +206.1% | +17.5% | +188.6% | +166.6% |
| 5Y | +228.3% | +30.5% | +197.7% | +163.6% |
| 10Y | +468.3% | +145.5% | +322.8% | +195.5% |
| All | +468.3% | +140.5% | +327.8% | +195.5% |
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