+2,302.1%
MULL vs SEI
+283.8%
+2,018.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -5.2% |
| 7D | -8.4% | +22.6% | -31.0% | -23.9% |
| 30D | +9.7% | +9.1% | +0.6% | -0.6% |
| 3M | -26.8% | -11.3% | -15.4% | -15.1% |
| 6M | +220.7% | +22.0% | +198.7% | +209.9% |
| YTD | +509.0% | +47.3% | +461.8% | +427.2% |
| 1Y | +1,739.5% | +124.8% | +1,614.8% | +1,177.2% |
| All | +2,302.1% | +283.8% | +2,018.4% | +1,518.1% |
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