+118.4%
MCD vs SEI
+647.2%
-528.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.1% |
| 7D | -2.9% | +28.2% | -31.1% | -3.6% |
| 30D | -6.7% | +15.5% | -22.2% | -7.2% |
| 3M | -9.6% | -1.4% | -8.2% | -9.8% |
| 6M | -22.3% | +37.4% | -59.7% | -23.8% |
| YTD | -15.4% | +47.8% | -63.3% | -17.5% |
| 1Y | -16.8% | +174.3% | -191.1% | -21.7% |
| 3Y | -2.4% | +598.5% | -600.9% | -18.0% |
| 5Y | +19.4% | +1,026.2% | -1,006.9% | -7.6% |
| All | +118.4% | +647.2% | -528.7% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling