+104.8%
MMM vs SEI
+565.9%
-461.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +16.3% | -16.9% | -1.7% |
| 7D | -1.6% | +28.8% | -30.4% | -3.3% |
| 30D | -8.0% | +10.4% | -18.4% | -8.8% |
| 3M | +9.4% | -11.4% | +20.8% | +9.6% |
| 6M | +10.2% | +31.2% | -20.9% | +6.9% |
| YTD | +6.1% | +39.7% | -33.6% | +1.9% |
| 1Y | +10.8% | +149.0% | -138.2% | +0.4% |
| 3Y | +104.8% | +560.2% | -455.4% | +63.5% |
| All | +104.8% | +565.9% | -461.1% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling