+35.2%
MMM vs SEI
+608.3%
-573.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.4% |
| 7D | -3.2% | +20.7% | -23.9% | -5.4% |
| 30D | -10.7% | +9.1% | -19.8% | -11.9% |
| 3M | +4.3% | -6.0% | +10.3% | +3.8% |
| 6M | +5.9% | +18.9% | -13.0% | +1.8% |
| YTD | +3.2% | +40.1% | -37.0% | -3.5% |
| 1Y | +8.0% | +120.6% | -112.6% | -5.6% |
| 3Y | +99.1% | +562.1% | -463.1% | +38.0% |
| 5Y | +25.7% | +954.5% | -928.7% | -23.1% |
| All | +35.2% | +608.3% | -573.1% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling