+134.4%
MCD vs SEI
+605.9%
-471.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | +10.5% | -12.1% | -1.9% |
| 30D | +14.1% | -8.0% | +22.1% | +14.1% |
| 3M | +0.6% | +6.7% | -6.1% | -0.1% |
| 6M | 0.0% | -17.0% | +17.0% | -0.1% |
| YTD | -9.3% | +39.7% | -48.9% | -11.7% |
| 1Y | -9.3% | +43.2% | -52.5% | -12.0% |
| 3Y | +8.6% | +676.3% | -667.7% | -10.1% |
| 5Y | +21.9% | +891.0% | -869.1% | -4.9% |
| All | +134.4% | +605.9% | -471.6% | +76.7% |
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