+902.4%
MPC vs SEI
+606.2%
+296.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +16.3% | -14.0% | -1.7% |
| 7D | +3.9% | +28.8% | -25.0% | -2.7% |
| 30D | +33.8% | +10.4% | +23.4% | +29.7% |
| 3M | +49.9% | -11.4% | +61.3% | +50.0% |
| 6M | +80.9% | +31.2% | +49.8% | +60.7% |
| YTD | +147.4% | +39.7% | +107.7% | +112.4% |
| 1Y | +123.2% | +149.0% | -25.8% | +57.5% |
| 3Y | +171.7% | +560.2% | -388.5% | +11.6% |
| 5Y | +678.6% | +955.7% | -277.1% | +138.0% |
| All | +902.4% | +606.2% | +296.2% | +206.4% |
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