+646.6%
SEI vs MLM
+136.3%
+510.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.5% | +16.8% | +16.6% |
| 7D | +28.8% | +1.4% | +27.4% | +27.9% |
| 30D | +10.4% | -6.5% | +16.9% | +14.1% |
| 3M | -11.4% | -7.4% | -4.0% | -9.5% |
| 6M | +31.2% | -15.8% | +47.0% | +40.4% |
| YTD | +39.7% | -17.4% | +57.1% | +50.9% |
| 1Y | +149.0% | -17.9% | +166.9% | +170.3% |
| 3Y | +560.2% | +18.9% | +541.3% | +482.7% |
| 5Y | +955.7% | +43.4% | +912.2% | +716.4% |
| All | +646.6% | +136.3% | +510.2% | +295.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling