+689.9%
SEI vs MDY
+143.1%
+546.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +7.2% |
| 7D | +28.2% | -0.8% | +29.0% | +29.3% |
| 30D | +15.5% | -3.9% | +19.3% | +21.7% |
| 3M | -1.4% | 0.0% | -1.3% | -0.4% |
| 6M | +37.4% | +8.5% | +28.9% | +25.2% |
| YTD | +47.8% | +13.2% | +34.6% | +28.3% |
| 1Y | +174.3% | +15.0% | +159.3% | +135.3% |
| 3Y | +598.5% | +49.6% | +548.9% | +353.5% |
| 5Y | +1,026.2% | +46.0% | +980.2% | +644.6% |
| All | +689.9% | +143.1% | +546.7% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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