-24.5%
MDB vs SEI
+1,021.5%
-1,046.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | 0.0% |
| 7D | -4.5% | +28.2% | -32.8% | -7.4% |
| 30D | -14.0% | +15.5% | -29.5% | -15.8% |
| 3M | +5.3% | -1.4% | +6.7% | +4.1% |
| 6M | +31.9% | +37.4% | -5.5% | +23.0% |
| YTD | -14.6% | +47.8% | -62.4% | -21.7% |
| 1Y | +8.2% | +174.3% | -166.1% | -9.8% |
| 3Y | -5.0% | +598.5% | -603.5% | -33.0% |
| 5Y | -24.5% | +1,026.2% | -1,050.8% | -46.9% |
| All | -24.5% | +1,021.5% | -1,046.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling