-5.6%
MDB vs SEI
+565.9%
-571.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +16.3% | -19.7% | -5.0% |
| 7D | -18.0% | +28.8% | -46.9% | -20.2% |
| 30D | -10.7% | +10.4% | -21.1% | -11.9% |
| 3M | +1.0% | -11.4% | +12.4% | +1.2% |
| 6M | +31.6% | +31.2% | +0.4% | +24.2% |
| YTD | -15.2% | +39.7% | -54.9% | -21.0% |
| 1Y | +10.1% | +149.0% | -138.9% | -5.3% |
| 3Y | -5.6% | +560.2% | -565.8% | -21.9% |
| All | -5.6% | +565.9% | -571.5% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling