+138.3%
MCD vs SEI
+539.1%
-400.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.3% | -14.8% | -0.9% |
| 7D | +7.1% | -18.3% | +25.4% | +7.5% |
| 30D | +19.8% | -24.4% | +44.2% | +20.3% |
| 3M | +0.8% | +1.5% | -0.7% | +0.2% |
| 6M | -1.3% | -25.1% | +23.8% | -1.2% |
| YTD | -7.8% | +26.4% | -34.2% | -10.0% |
| 1Y | -5.0% | +8.9% | -13.9% | -6.8% |
| 3Y | +10.5% | +586.7% | -576.1% | -8.1% |
| 5Y | +22.0% | +717.9% | -695.9% | -3.7% |
| All | +138.3% | +539.1% | -400.8% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling