+198.7%
WELL vs MXL
+209.6%
-10.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -0.6% |
| 7D | -1.1% | +19.0% | -20.1% | -1.2% |
| 30D | +0.7% | +4.5% | -3.7% | +0.7% |
| 3M | +14.5% | -1.5% | +16.0% | +14.1% |
| 6M | +14.4% | +348.6% | -334.2% | +10.1% |
| YTD | +28.5% | +310.3% | -281.8% | +23.8% |
| 1Y | +41.8% | +344.7% | -302.9% | +36.2% |
| All | +198.7% | +209.6% | -10.9% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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