+120.3%
MCD vs SEI
+507.3%
-386.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -5.0% | -1.6% |
| 7D | -2.8% | +10.2% | -13.1% | -3.1% |
| 30D | -6.0% | -1.0% | -5.0% | -6.1% |
| 3M | -5.6% | -27.9% | +22.3% | -4.9% |
| 6M | -21.9% | +10.4% | -32.2% | -22.8% |
| YTD | -14.7% | +20.1% | -34.8% | -16.2% |
| 1Y | -17.3% | +109.7% | -127.0% | -21.4% |
| 3Y | -2.2% | +458.6% | -460.8% | -17.1% |
| 5Y | +20.3% | +775.3% | -755.0% | -5.8% |
| All | +120.3% | +507.3% | -386.9% | +67.6% |
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