+2,581.4%
MULL vs SEI
+285.2%
+2,296.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.8% | -0.4% | +0.8% |
| 7D | +14.8% | +28.2% | -13.5% | -7.9% |
| 30D | +36.6% | +15.5% | +21.1% | +18.4% |
| 3M | -8.9% | -1.4% | -7.5% | -1.1% |
| 6M | +311.9% | +37.4% | +274.5% | +268.6% |
| YTD | +579.8% | +47.8% | +532.0% | +486.8% |
| 1Y | +2,421.5% | +174.3% | +2,247.2% | +1,462.8% |
| All | +2,581.4% | +285.2% | +2,296.2% | +1,701.0% |
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