+156.5%
MTZ vs SEI
+471.5%
-315.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.2% |
| 7D | -1.6% | +10.2% | -11.8% | -4.2% |
| 30D | -11.1% | -1.0% | -10.1% | -11.0% |
| 3M | -36.7% | -27.9% | -8.8% | -31.8% |
| 6M | -21.9% | +10.4% | -32.3% | -24.7% |
| YTD | +9.1% | +20.1% | -11.0% | +2.2% |
| 1Y | +30.0% | +109.7% | -79.8% | +5.7% |
| All | +156.5% | +471.5% | -315.0% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling