-38.4%
MDB vs SEI
+864.7%
-903.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.2% |
| 7D | +3.0% | +12.4% | -9.5% | +1.3% |
| 30D | -11.3% | -18.3% | +6.9% | -9.6% |
| 3M | -23.0% | +10.4% | -33.4% | -24.9% |
| 6M | +14.8% | -12.9% | +27.6% | +14.1% |
| YTD | -19.4% | +41.8% | -61.3% | -26.5% |
| 1Y | -9.0% | +30.3% | -39.3% | -16.3% |
| 3Y | -10.3% | +697.3% | -707.6% | -40.2% |
| 5Y | -38.4% | +877.0% | -915.3% | -58.3% |
| All | -38.4% | +864.7% | -903.1% | -58.3% |
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