-15.1%
MP vs SEI
+706.3%
-721.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.3% | -9.3% | +1.1% |
| 7D | -10.5% | -18.3% | +7.8% | -6.1% |
| 30D | -23.5% | -24.4% | +0.9% | -18.9% |
| 3M | -25.4% | +1.5% | -27.0% | -27.8% |
| 6M | -51.3% | -25.1% | -26.1% | -49.1% |
| YTD | -29.9% | +26.4% | -56.4% | -36.7% |
| 1Y | -31.8% | +8.9% | -40.8% | -36.6% |
| 3Y | +127.0% | +586.7% | -459.7% | +7.4% |
| All | -15.1% | +706.3% | -721.4% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling