+195.2%
WELL vs MLM
+20.9%
+174.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.1% | -0.2% |
| 7D | +5.3% | -1.2% | +6.5% | +5.5% |
| 30D | +8.7% | +7.9% | +0.8% | +7.3% |
| 3M | +3.8% | -4.5% | +8.3% | +4.5% |
| 6M | +15.4% | -12.6% | +28.0% | +17.7% |
| YTD | +33.7% | -14.9% | +48.5% | +36.1% |
| 1Y | +33.6% | -13.1% | +46.7% | +35.4% |
| All | +195.2% | +20.9% | +174.3% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling