+689.9%
SEI vs MKC
+23.6%
+666.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | +28.2% | -4.3% | +32.5% | +28.6% |
| 30D | +15.5% | -3.1% | +18.6% | +15.7% |
| 3M | -1.4% | +6.8% | -8.2% | -2.4% |
| 6M | +37.4% | -18.3% | +55.8% | +40.5% |
| YTD | +47.8% | -23.1% | +70.9% | +52.2% |
| 1Y | +174.3% | -23.7% | +198.0% | +181.6% |
| 3Y | +598.5% | -31.0% | +629.5% | +621.9% |
| 5Y | +1,026.2% | -33.5% | +1,059.7% | +1,049.8% |
| All | +689.9% | +23.6% | +666.2% | +674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling