+8.2%
SEI vs MLM
-11.4%
+19.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +2.4% | -19.3% | -17.0% |
| 7D | -16.4% | +9.1% | -25.6% | -17.1% |
| 30D | -22.9% | +14.6% | -37.5% | -24.0% |
| 3M | -0.3% | +0.3% | -0.6% | +0.6% |
| 6M | -22.3% | -7.5% | -14.9% | -19.4% |
| YTD | +26.2% | -10.2% | +36.4% | +26.0% |
| 1Y | +8.2% | -10.5% | +18.7% | +8.2% |
| All | +8.2% | -11.4% | +19.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling