+14.8%
MDB vs SEI
-11.6%
+26.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.5% |
| 7D | +3.0% | +12.4% | -9.5% | +1.8% |
| 30D | -11.3% | -18.3% | +6.9% | -12.4% |
| 3M | -23.0% | +10.4% | -33.4% | -21.6% |
| 6M | +14.8% | -12.9% | +27.6% | +13.9% |
| All | +14.8% | -11.6% | +26.3% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling