+442.3%
WELL vs MLM
+138.2%
+304.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | +5.7% | +9.0% | -3.4% | +1.6% |
| 3M | +4.6% | -5.6% | +10.2% | +6.8% |
| 6M | +11.9% | -10.7% | +22.5% | +16.0% |
| YTD | +33.6% | -17.2% | +50.7% | +41.9% |
| 1Y | +29.8% | -14.2% | +44.0% | +35.5% |
| 3Y | +202.2% | +15.6% | +186.5% | +164.9% |
| 5Y | +223.2% | +26.2% | +197.0% | +163.8% |
| All | +442.3% | +138.2% | +304.1% | +184.0% |
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