+25.3%
MTUM vs SEI
+105.8%
-80.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.1% |
| 7D | +1.7% | +10.2% | -8.5% | -0.4% |
| 30D | -1.7% | -1.0% | -0.6% | -1.7% |
| 3M | -6.3% | -27.9% | +21.6% | -1.2% |
| 6M | +21.8% | +10.4% | +11.4% | +19.9% |
| YTD | +22.0% | +20.1% | +1.9% | +18.3% |
| 1Y | +25.3% | +109.7% | -84.4% | +15.3% |
| All | +25.3% | +105.8% | -80.5% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling