-3.9%
MCD vs SEI
+18.6%
-22.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -16.9% | +23.4% | +4.9% |
| 7D | +11.9% | -16.4% | +28.3% | +10.3% |
| 30D | +20.2% | -22.9% | +43.1% | +18.2% |
| 3M | +5.2% | -0.3% | +5.5% | +5.7% |
| 6M | 0.0% | -22.3% | +22.3% | -0.7% |
| YTD | -6.5% | +26.2% | -32.7% | -4.2% |
| 1Y | -3.9% | +8.2% | -12.2% | -2.3% |
| All | -3.9% | +18.6% | -22.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1y: compounded portfolio wealth divided by compounded SEI 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…
1y analysis · Full analysis span regression · 6 months rolling