+296.2%
MTUM vs SEI
+644.4%
-348.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.6% |
| 7D | +0.7% | +22.6% | -21.9% | -2.3% |
| 30D | -2.4% | +9.1% | -11.5% | -4.0% |
| 3M | -3.6% | -11.3% | +7.7% | -2.9% |
| 6M | +23.7% | +22.0% | +1.6% | +19.0% |
| YTD | +22.9% | +47.3% | -24.4% | +14.8% |
| 1Y | +21.8% | +124.8% | -103.0% | +6.8% |
| 3Y | +114.4% | +591.3% | -476.8% | +52.2% |
| 5Y | +79.6% | +1,008.2% | -928.7% | +14.9% |
| All | +296.2% | +644.4% | -348.2% | +145.3% |
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