+591.3%
SEI vs MKC
-31.4%
+622.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.2% |
| 7D | +22.6% | -1.5% | +24.0% | +22.1% |
| 30D | +9.1% | -3.1% | +12.2% | +8.4% |
| 3M | -11.3% | +5.2% | -16.5% | -9.8% |
| 6M | +22.0% | -12.8% | +34.8% | +21.4% |
| YTD | +47.3% | -23.3% | +70.6% | +45.3% |
| 1Y | +124.8% | -24.1% | +148.9% | +123.0% |
| 3Y | +591.3% | -32.1% | +623.4% | +524.4% |
| All | +591.3% | -31.4% | +622.7% | +524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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