+136.8%
MCD vs SEI
+616.9%
-480.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -2.7% |
| 7D | -1.9% | +12.4% | -14.4% | -2.2% |
| 30D | +16.6% | -18.3% | +34.9% | +17.0% |
| 3M | +0.9% | +10.4% | -9.5% | +0.2% |
| 6M | +1.5% | -12.9% | +14.4% | +1.2% |
| YTD | -8.3% | +41.8% | -50.2% | -10.8% |
| 1Y | -8.1% | +30.3% | -38.4% | -10.4% |
| 3Y | +10.3% | +697.3% | -687.0% | -8.8% |
| 5Y | +23.4% | +877.0% | -853.5% | -3.4% |
| All | +136.8% | +616.9% | -480.1% | +78.5% |
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