+215.4%
MRK vs SEI
+644.4%
-429.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -0.7% |
| 7D | -4.3% | +22.6% | -26.8% | -4.9% |
| 30D | +8.3% | +9.1% | -0.8% | +7.9% |
| 3M | +20.0% | -11.3% | +31.4% | +20.2% |
| 6M | +25.7% | +22.0% | +3.6% | +24.0% |
| YTD | +38.7% | +47.3% | -8.5% | +35.6% |
| 1Y | +74.7% | +124.8% | -50.1% | +67.0% |
| 3Y | +45.4% | +591.3% | -545.9% | +26.3% |
| 5Y | +129.0% | +1,008.2% | -879.2% | +88.5% |
| All | +215.4% | +644.4% | -429.0% | +155.3% |
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