+41.5%
MDT vs SEI
+606.2%
-564.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +16.3% | -18.2% | -2.9% |
| 7D | +0.4% | +28.8% | -28.5% | -1.3% |
| 30D | +6.0% | +10.4% | -4.4% | +5.2% |
| 3M | +15.5% | -11.4% | +27.0% | +15.6% |
| 6M | +3.4% | +31.2% | -27.8% | +0.1% |
| YTD | -2.2% | +39.7% | -41.9% | -6.1% |
| 1Y | +2.6% | +149.0% | -146.4% | -6.8% |
| 3Y | +27.5% | +560.2% | -532.7% | -1.6% |
| 5Y | -20.1% | +955.7% | -975.7% | -44.6% |
| All | +41.5% | +606.2% | -564.7% | -4.2% |
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