+39.9%
MMM vs SEI
+507.3%
-467.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.2% |
| 7D | -3.3% | +10.2% | -13.6% | -4.4% |
| 30D | -7.0% | -1.0% | -6.0% | -7.1% |
| 3M | +10.8% | -27.9% | +38.7% | +13.7% |
| 6M | +5.8% | +10.4% | -4.6% | +2.6% |
| YTD | +6.8% | +20.1% | -13.4% | +1.8% |
| 1Y | +10.4% | +109.7% | -99.3% | -3.2% |
| 3Y | +104.7% | +458.6% | -353.9% | +44.9% |
| 5Y | +23.6% | +775.3% | -751.7% | -22.5% |
| All | +39.9% | +507.3% | -467.3% | -15.5% |
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 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