One of the authors, Adam Chekroud of Yale, did a pretty fascinating Twitter thread. Highlights:
'The punchline was clear: amongst over 1.2M people in the USA between 2011-2015, people who exercised had about 40% better mental health than people who didn't exercise, even after we controlled for a whole bunch of things including BMI, physical health, and sociodemographics.'
'The difference in mental health between exercising and not exercising was much much bigger than things like being obese vs healthy, or being wealthy (>$50k) vs poor (<$15k).'
'The type of exercise people did seems important too! People doing team sports or cycling had much better mental health than other sports. But even just walking or doing household chores was better than nothing!'