+291.2%
MTUM vs SEI
+608.3%
-317.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.3% |
| 7D | +1.2% | +20.7% | -19.4% | -1.6% |
| 30D | -1.7% | +9.1% | -10.8% | -3.2% |
| 3M | -0.5% | -6.0% | +5.5% | -0.4% |
| 6M | +22.3% | +18.9% | +3.4% | +18.2% |
| YTD | +21.4% | +40.1% | -18.8% | +14.2% |
| 1Y | +20.0% | +120.6% | -100.6% | +5.6% |
| 3Y | +113.0% | +562.1% | -449.2% | +52.1% |
| 5Y | +77.3% | +954.5% | -877.2% | +14.3% |
| All | +291.2% | +608.3% | -317.1% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling